-63.6%
CLSK vs FAST
+467.2%
-530.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +8.8% | -0.4% | +9.2% | +9.2% |
| 30D | -6.0% | -0.8% | -5.2% | -5.7% |
| 3M | -24.4% | +5.8% | -30.1% | -27.7% |
| 6M | +19.0% | +8.0% | +11.1% | +11.9% |
| YTD | +25.4% | +25.6% | -0.2% | +7.5% |
| 1Y | +39.8% | +0.8% | +38.9% | +35.3% |
| 3Y | +177.7% | +86.1% | +91.6% | +95.1% |
| 5Y | -11.0% | +100.2% | -111.2% | -38.6% |
| All | -63.6% | +467.2% | -530.8% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling