-1.6%
CLSK vs FIVE
+35.6%
-37.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | +0.1% |
| 7D | +17.2% | +1.7% | +15.5% | +15.9% |
| 30D | +14.6% | +5.0% | +9.6% | +10.2% |
| 3M | -16.8% | +29.5% | -46.3% | -30.2% |
| 6M | +38.2% | +12.4% | +25.8% | +24.8% |
| YTD | +31.2% | +31.2% | 0.0% | +7.8% |
| 1Y | +37.3% | +72.9% | -35.5% | -4.6% |
| 3Y | +201.8% | +53.0% | +148.8% | +110.2% |
| 5Y | -1.6% | +34.2% | -35.7% | -24.0% |
| All | -1.6% | +35.6% | -37.2% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling