-0.4%
CLSK vs FFIV
+95.0%
-95.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.0% |
| 7D | +1.7% | +1.6% | +0.1% | -0.1% |
| 30D | +11.1% | -3.7% | +14.9% | +14.9% |
| 3M | -14.1% | +2.0% | -16.1% | -17.2% |
| 6M | +32.9% | +39.3% | -6.3% | -10.9% |
| YTD | +26.5% | +56.1% | -29.6% | -26.6% |
| 1Y | +27.6% | +22.0% | +5.6% | -1.9% |
| 3Y | +190.9% | +148.2% | +42.7% | -8.6% |
| 5Y | -0.4% | +96.3% | -96.7% | -56.0% |
| All | -0.4% | +95.0% | -95.4% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling