+6.0%
CLSK vs FICO
+117.5%
-111.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.8% |
| 7D | +7.7% | +5.7% | +2.0% | +5.4% |
| 30D | +12.2% | -5.6% | +17.9% | +12.9% |
| 3M | -15.5% | -16.9% | +1.4% | -15.1% |
| 6M | +39.3% | -15.4% | +54.8% | +35.7% |
| YTD | +35.1% | -41.7% | +76.8% | +58.1% |
| 1Y | +34.0% | -38.3% | +72.3% | +47.5% |
| 3Y | +226.3% | +8.9% | +217.4% | +107.0% |
| All | +6.0% | +117.5% | -111.6% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling