-61.4%
CLSK vs FFIV
+172.6%
-234.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.4% |
| 7D | +21.9% | -1.5% | +23.4% | +23.1% |
| 30D | +9.6% | -2.7% | +12.2% | +11.1% |
| 3M | -18.4% | -1.7% | -16.7% | -17.8% |
| 6M | +46.4% | +36.1% | +10.2% | +18.6% |
| YTD | +33.2% | +52.6% | -19.4% | 0.0% |
| 1Y | +47.0% | +21.5% | +25.5% | +28.1% |
| 3Y | +206.4% | +142.7% | +63.7% | +80.8% |
| 5Y | +5.4% | +92.6% | -87.2% | -30.2% |
| All | -61.4% | +172.6% | -234.0% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling