-50.8%
CLSK vs FIX
+21.5%
-72.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.1% | +0.8% |
| 7D | +1.6% | +6.4% | -4.8% | -2.8% |
| 30D | -32.9% | -29.1% | -3.8% | -10.3% |
| 3M | -40.0% | -31.1% | -8.9% | -18.5% |
| 6M | -51.7% | -42.8% | -8.9% | -25.7% |
| YTD | -31.7% | +24.6% | -56.4% | -48.4% |
| 1Y | -50.8% | +21.9% | -72.7% | -62.4% |
| All | -50.8% | +21.5% | -72.3% | -62.4% |
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