-67.9%
CLSK vs FDS
-23.2%
-44.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +8.0% | +1.5% | +6.5% | +7.5% |
| 30D | -27.9% | +14.8% | -42.7% | -32.0% |
| 3M | -42.3% | +16.3% | -58.6% | -46.3% |
| 6M | -50.0% | +66.2% | -116.2% | -63.6% |
| YTD | -34.3% | +16.2% | -50.5% | -40.5% |
| 1Y | -44.5% | +21.8% | -66.3% | -52.1% |
| 3Y | +74.5% | -23.9% | +98.4% | +117.2% |
| All | -67.9% | -23.2% | -44.7% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling