-54.0%
CLSK vs FICO
-58.5%
+4.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.7% | +9.4% | +12.5% |
| 7D | -3.4% | -0.1% | -3.3% | -3.5% |
| 30D | -34.2% | +8.4% | -42.6% | -33.2% |
| 3M | -43.8% | -30.5% | -13.3% | -46.3% |
| 6M | -51.3% | -35.7% | -15.6% | -55.7% |
| YTD | -31.7% | -57.2% | +25.5% | -41.5% |
| All | -54.0% | -58.5% | +4.5% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling