-80.2%
CLSK vs FIX
+3,741.0%
-3,821.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.1% | +2.1% |
| 7D | +1.6% | +6.4% | -4.8% | -1.2% |
| 30D | -32.9% | -29.1% | -3.8% | -16.4% |
| 3M | -40.0% | -31.1% | -8.9% | -24.1% |
| 6M | -51.7% | -42.8% | -8.9% | -32.1% |
| YTD | -31.7% | +24.6% | -56.4% | -38.6% |
| 1Y | -50.8% | +21.9% | -72.7% | -55.2% |
| 3Y | +84.8% | +524.9% | -440.2% | -34.5% |
| 5Y | -67.8% | +1,092.2% | -1,160.0% | -91.9% |
| All | -80.2% | +3,741.0% | -3,821.2% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling