-80.2%
CLSK vs FICO
+550.6%
-630.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.7% | +9.4% | +11.5% |
| 7D | -3.4% | -0.1% | -3.3% | -3.2% |
| 30D | -34.2% | +8.4% | -42.6% | -35.9% |
| 3M | -43.8% | -30.5% | -13.3% | -40.1% |
| 6M | -51.3% | -35.7% | -15.6% | -48.9% |
| YTD | -31.7% | -57.2% | +25.5% | -19.5% |
| 1Y | -55.6% | -58.4% | +2.8% | -47.3% |
| 3Y | +87.3% | -24.8% | +112.1% | +73.4% |
| 5Y | -67.6% | +79.3% | -146.9% | -77.0% |
| All | -80.2% | +550.6% | -630.8% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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