-63.6%
CLSK vs FICO
+738.0%
-801.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.7% | +17.6% | +5.4% |
| 7D | +8.8% | -19.2% | +28.0% | +14.8% |
| 30D | -6.0% | -14.6% | +8.6% | -2.8% |
| 3M | -24.4% | -20.1% | -4.3% | -23.1% |
| 6M | +19.0% | -36.3% | +55.4% | +28.6% |
| YTD | +25.4% | -44.9% | +70.3% | +41.5% |
| 1Y | +39.8% | -38.6% | +78.4% | +49.6% |
| 3Y | +177.7% | +4.0% | +173.7% | +139.2% |
| 5Y | -11.0% | +99.5% | -110.5% | -38.5% |
| All | -63.6% | +738.0% | -801.7% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling