-0.4%
CLSK vs FHN
+87.6%
-88.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.1% |
| 7D | +1.7% | -0.8% | +2.6% | +2.2% |
| 30D | +11.1% | -2.6% | +13.7% | +12.8% |
| 3M | -14.1% | +0.8% | -14.9% | -15.1% |
| 6M | +32.9% | +9.2% | +23.7% | +25.2% |
| YTD | +26.5% | +5.1% | +21.4% | +21.7% |
| 1Y | +27.6% | +12.2% | +15.4% | +17.7% |
| 3Y | +190.9% | +132.4% | +58.5% | +96.3% |
| 5Y | -0.4% | +91.1% | -91.5% | -40.1% |
| All | -0.4% | +87.6% | -88.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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