+205.5%
CLSK vs FDS
-36.6%
+242.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.8% | +2.2% | -3.4% |
| 7D | +1.7% | -16.0% | +17.7% | +2.3% |
| 30D | +11.1% | -6.7% | +17.8% | +11.3% |
| 3M | -14.1% | +6.0% | -20.1% | -15.8% |
| 6M | +32.9% | +25.1% | +7.8% | +23.8% |
| YTD | +26.5% | -8.1% | +34.6% | +28.7% |
| 1Y | +27.6% | -26.0% | +53.6% | +42.6% |
| All | +205.5% | -36.6% | +242.1% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling