+216.9%
CLSK vs FFIV
+151.3%
+65.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -4.8% |
| 7D | +17.2% | +3.5% | +13.7% | +13.7% |
| 30D | +14.6% | -1.3% | +15.9% | +15.4% |
| 3M | -16.8% | +2.4% | -19.2% | -19.2% |
| 6M | +38.2% | +41.8% | -3.6% | -2.0% |
| YTD | +31.2% | +58.5% | -27.3% | -17.3% |
| 1Y | +37.3% | +24.3% | +13.0% | +10.2% |
| All | +216.9% | +151.3% | +65.6% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling