-58.1%
CLSK vs FFIV
+33.5%
-91.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.1% | -16.4% |
| 7D | -20.7% | -9.8% | -10.9% | -17.1% |
| 30D | -45.5% | -28.1% | -17.4% | -38.6% |
| 3M | -52.0% | -20.0% | -32.0% | -49.2% |
| 6M | -47.0% | -0.1% | -46.9% | -51.2% |
| YTD | -32.8% | +29.2% | -62.0% | -50.1% |
| 1Y | -58.1% | +36.6% | -94.7% | -70.9% |
| All | -58.1% | +33.5% | -91.6% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling