-61.4%
CLSK vs FDS
+101.2%
-162.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.5% | +7.5% |
| 7D | +21.9% | -5.4% | +27.3% | +23.8% |
| 30D | +9.6% | +1.6% | +8.0% | +8.6% |
| 3M | -18.4% | +17.7% | -36.1% | -25.1% |
| 6M | +46.4% | +29.1% | +17.3% | +27.2% |
| YTD | +33.2% | +1.0% | +32.2% | +28.0% |
| 1Y | +47.0% | -21.6% | +68.6% | +56.1% |
| 3Y | +206.4% | -30.1% | +236.5% | +242.4% |
| 5Y | +5.4% | -20.7% | +26.1% | +16.6% |
| All | -61.4% | +101.2% | -162.6% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling