-0.1%
CLSK vs FE
+46.8%
-46.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | +21.9% | +0.6% | +21.3% | +21.6% |
| 30D | +9.6% | -2.1% | +11.7% | +10.8% |
| 3M | -18.4% | +2.6% | -21.0% | -19.6% |
| 6M | +46.4% | -6.8% | +53.1% | +50.7% |
| YTD | +33.2% | +6.9% | +26.3% | +28.2% |
| 1Y | +47.0% | +11.6% | +35.4% | +39.0% |
| 3Y | +206.4% | +47.7% | +158.7% | +133.3% |
| All | -0.1% | +46.8% | -46.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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