-58.1%
CLSK vs FIVE
+63.3%
-121.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.7% | -23.3% | -18.7% |
| 7D | -20.7% | +7.5% | -28.2% | -23.0% |
| 30D | -45.5% | +16.7% | -62.2% | -48.9% |
| 3M | -52.0% | +13.4% | -65.4% | -55.4% |
| 6M | -47.0% | +9.0% | -56.0% | -49.3% |
| YTD | -32.8% | +33.8% | -66.6% | -48.4% |
| 1Y | -58.1% | +61.2% | -119.2% | -75.4% |
| All | -58.1% | +63.3% | -121.3% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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