+47.0%
CLSK vs FICO
-39.2%
+86.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | +21.9% | -15.4% | +37.3% | +19.7% |
| 30D | +9.6% | -10.4% | +20.0% | +8.6% |
| 3M | -18.4% | -22.7% | +4.3% | -21.7% |
| 6M | +46.4% | -36.8% | +83.1% | +40.9% |
| YTD | +33.2% | -44.8% | +78.0% | +30.8% |
| 1Y | +47.0% | -39.3% | +86.3% | +43.1% |
| All | +47.0% | -39.2% | +86.2% | +43.1% |
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