-67.8%
CLSK vs FE
+47.0%
-114.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | -32.9% | +3.6% | -36.5% | -34.2% |
| 3M | -40.0% | +0.3% | -40.3% | -40.2% |
| 6M | -51.7% | +6.4% | -58.1% | -53.4% |
| YTD | -31.7% | +8.1% | -39.8% | -34.9% |
| 1Y | -50.8% | +4.6% | -55.4% | -52.2% |
| 3Y | +84.8% | +49.1% | +35.6% | +37.9% |
| 5Y | -67.8% | +46.1% | -113.9% | -73.7% |
| All | -67.8% | +47.0% | -114.8% | -73.7% |
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