-60.8%
CLSK vs FDX
+144.7%
-205.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +7.7% | -3.3% | +11.0% | +9.3% |
| 30D | +12.2% | -4.5% | +16.8% | +14.3% |
| 3M | -15.5% | -7.3% | -8.1% | -13.1% |
| 6M | +39.3% | +7.5% | +31.8% | +33.5% |
| YTD | +35.1% | +35.1% | 0.0% | +16.0% |
| 1Y | +34.0% | +71.4% | -37.4% | +2.5% |
| 3Y | +226.3% | +60.8% | +165.4% | +153.6% |
| 5Y | +6.4% | +65.5% | -59.1% | -20.5% |
| All | -60.8% | +144.7% | -205.6% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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