-60.8%
CLSK vs FDS
+80.8%
-141.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +7.2% |
| 7D | +7.7% | -14.0% | +21.7% | +12.6% |
| 30D | +12.2% | -6.2% | +18.5% | +13.9% |
| 3M | -15.5% | +10.2% | -25.6% | -20.9% |
| 6M | +39.3% | +27.4% | +11.9% | +20.2% |
| YTD | +35.1% | -9.3% | +44.3% | +34.0% |
| 1Y | +34.0% | -28.6% | +62.7% | +46.1% |
| 3Y | +226.3% | -36.8% | +263.1% | +275.3% |
| 5Y | +6.4% | -28.6% | +35.0% | +21.4% |
| All | -60.8% | +80.8% | -141.7% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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