-80.9%
CLSK vs FDS
+131.6%
-212.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +8.0% | +1.5% | +6.5% | +7.6% |
| 30D | -27.9% | +14.8% | -42.7% | -31.3% |
| 3M | -42.3% | +16.3% | -58.6% | -45.6% |
| 6M | -50.0% | +66.2% | -116.2% | -60.1% |
| YTD | -34.3% | +16.2% | -50.5% | -40.1% |
| 1Y | -44.5% | +21.8% | -66.3% | -50.7% |
| 3Y | +74.5% | -23.9% | +98.4% | +89.6% |
| 5Y | -69.0% | -23.1% | -45.8% | -66.3% |
| All | -80.9% | +131.6% | -212.6% | -78.1% |
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 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