-80.4%
CLSK vs FIVE
+510.1%
-590.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | +20.4% | +2.4% | +18.0% | +19.5% |
| 30D | -32.6% | +15.8% | -48.5% | -36.6% |
| 3M | -43.8% | +3.8% | -47.6% | -45.3% |
| 6M | -49.2% | +18.5% | -67.8% | -53.4% |
| YTD | -32.4% | +31.2% | -63.6% | -40.4% |
| 1Y | -48.7% | +61.8% | -110.5% | -58.2% |
| 3Y | +82.9% | +39.9% | +43.0% | +46.5% |
| 5Y | -68.1% | +18.3% | -86.4% | -73.6% |
| All | -80.4% | +510.1% | -590.5% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling