-63.6%
CLSK vs FIVE
+522.6%
-586.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -1.1% |
| 7D | +8.8% | +4.3% | +4.6% | +7.0% |
| 30D | -6.0% | +12.5% | -18.5% | -10.9% |
| 3M | -24.4% | +31.2% | -55.6% | -32.7% |
| 6M | +19.0% | +14.4% | +4.7% | +11.3% |
| YTD | +25.4% | +33.9% | -8.5% | +10.3% |
| 1Y | +39.8% | +65.1% | -25.3% | +13.5% |
| 3Y | +177.7% | +49.0% | +128.7% | +118.9% |
| 5Y | -11.0% | +30.3% | -41.3% | -27.3% |
| All | -63.6% | +522.6% | -586.2% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling