-0.8%
CLSK vs FAST
+109.1%
-109.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | +8.8% | -0.4% | +9.2% | +9.4% |
| 30D | -6.0% | -0.8% | -5.2% | -5.7% |
| 3M | -24.4% | +5.8% | -30.1% | -30.4% |
| 6M | +19.0% | +8.0% | +11.1% | +5.5% |
| YTD | +25.4% | +25.6% | -0.2% | -7.4% |
| 1Y | +39.8% | +0.8% | +38.9% | +30.8% |
| 3Y | +177.7% | +86.1% | +91.6% | +20.8% |
| All | -0.8% | +109.1% | -109.9% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling