-82.3%
CLSK vs FICO
+533.3%
-615.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | -19.7% | -0.9% | -18.7% | -19.5% |
| 30D | -46.5% | +3.3% | -49.9% | -47.4% |
| 3M | -51.7% | -31.7% | -20.0% | -48.3% |
| 6M | -57.5% | -34.0% | -23.5% | -56.0% |
| YTD | -39.1% | -58.3% | +19.2% | -27.8% |
| 1Y | -60.0% | -57.9% | -2.1% | -52.9% |
| 3Y | +42.9% | -24.1% | +67.0% | +31.3% |
| 5Y | -69.9% | +85.3% | -155.2% | -78.7% |
| All | -82.3% | +533.3% | -615.7% | -88.7% |
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