-44.5%
CLSK vs FIVE
+62.4%
-106.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +8.0% | +2.7% | +5.3% | +7.1% |
| 30D | -27.9% | +12.7% | -40.6% | -30.9% |
| 3M | -42.3% | +2.1% | -44.3% | -42.9% |
| 6M | -50.0% | +17.5% | -67.5% | -54.4% |
| YTD | -34.3% | +31.0% | -65.3% | -46.8% |
| 1Y | -44.5% | +67.7% | -112.2% | -62.9% |
| All | -44.5% | +62.4% | -106.9% | -62.9% |
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