-60.8%
CLSK vs FFIV
+188.1%
-248.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +4.7% |
| 7D | +7.7% | +5.4% | +2.3% | +4.1% |
| 30D | +12.2% | -2.7% | +14.9% | +13.9% |
| 3M | -15.5% | +4.5% | -20.0% | -18.2% |
| 6M | +39.3% | +42.2% | -2.9% | +9.8% |
| YTD | +35.1% | +61.3% | -26.2% | -2.1% |
| 1Y | +34.0% | +23.0% | +11.0% | +15.8% |
| 3Y | +226.3% | +156.3% | +70.0% | +85.9% |
| 5Y | +6.4% | +102.9% | -96.5% | -32.0% |
| All | -60.8% | +188.1% | -248.9% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling