+42.9%
CLSK vs FICO
-24.3%
+67.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.5% |
| 7D | -19.7% | -0.9% | -18.7% | -19.6% |
| 30D | -46.5% | +3.3% | -49.9% | -46.9% |
| 3M | -51.7% | -31.7% | -20.0% | -50.0% |
| 6M | -57.5% | -34.0% | -23.5% | -57.9% |
| YTD | -39.1% | -58.3% | +19.2% | -31.2% |
| 1Y | -60.0% | -57.9% | -2.1% | -55.1% |
| 3Y | +42.9% | -24.1% | +67.0% | +32.8% |
| All | +42.9% | -24.3% | +67.2% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling