-80.2%
CLSK vs FAST
+537.8%
-618.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.5% |
| 7D | +1.6% | +4.3% | -2.7% | -0.4% |
| 30D | -32.9% | +8.3% | -41.2% | -35.9% |
| 3M | -40.0% | +6.5% | -46.5% | -42.2% |
| 6M | -51.7% | +29.5% | -81.2% | -58.9% |
| YTD | -31.7% | +41.3% | -73.0% | -45.2% |
| 1Y | -50.8% | +37.4% | -88.2% | -59.9% |
| 3Y | +84.8% | +98.5% | -13.8% | +24.8% |
| 5Y | -67.8% | +111.1% | -178.9% | -78.9% |
| All | -80.2% | +537.8% | -618.0% | -89.5% |
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