+87.3%
CLSK vs FAST
+96.6%
-9.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +3.0% | +9.2% | +10.2% |
| 7D | -3.4% | +3.8% | -7.2% | -5.7% |
| 30D | -34.2% | +8.1% | -42.2% | -37.7% |
| 3M | -43.8% | +5.8% | -49.6% | -46.2% |
| 6M | -51.3% | +24.9% | -76.2% | -59.8% |
| YTD | -31.7% | +38.9% | -70.6% | -50.3% |
| 1Y | -55.6% | +36.5% | -92.1% | -67.2% |
| 3Y | +87.3% | +98.1% | -10.9% | +45.8% |
| All | +87.3% | +96.6% | -9.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling