-60.8%
CLSK vs FCEL
-98.6%
+37.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.5% |
| 7D | +7.7% | +6.3% | +1.4% | +6.5% |
| 30D | +12.2% | -26.7% | +38.9% | +17.6% |
| 3M | -15.5% | -10.2% | -5.3% | -16.3% |
| 6M | +39.3% | +123.5% | -84.1% | +11.3% |
| YTD | +35.1% | +117.4% | -82.3% | +9.2% |
| 1Y | +34.0% | +146.0% | -112.0% | +4.7% |
| 3Y | +226.3% | -61.9% | +288.1% | +211.0% |
| 5Y | +6.4% | -90.5% | +96.9% | +24.0% |
| All | -60.8% | -98.6% | +37.8% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling