+206.4%
CLSK vs FIVE
+59.0%
+147.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.9% |
| 7D | +21.9% | +3.7% | +18.2% | +20.1% |
| 30D | +9.6% | +4.0% | +5.6% | +7.4% |
| 3M | -18.4% | +36.2% | -54.6% | -28.5% |
| 6M | +46.4% | +18.0% | +28.3% | +35.4% |
| YTD | +33.2% | +34.9% | -1.7% | +17.1% |
| 1Y | +47.0% | +67.9% | -20.9% | +19.1% |
| 3Y | +206.4% | +57.3% | +149.0% | +156.0% |
| All | +206.4% | +59.0% | +147.3% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling