-58.1%
CLSK vs FIX
+14.3%
-72.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -15.1% | -1.5% | -4.0% |
| 7D | -20.7% | -18.9% | -1.8% | -5.1% |
| 30D | -45.5% | -36.3% | -9.2% | -21.0% |
| 3M | -52.0% | -38.5% | -13.5% | -28.6% |
| 6M | -47.0% | -42.3% | -4.7% | -19.6% |
| YTD | -32.8% | +17.1% | -49.9% | -47.6% |
| 1Y | -58.1% | +14.4% | -72.5% | -67.1% |
| All | -58.1% | +14.3% | -72.3% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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