-48.7%
CLSK vs FIX
+17.5%
-66.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +1.5% |
| 7D | +20.4% | +16.9% | +3.5% | +5.6% |
| 30D | -32.6% | -30.6% | -2.0% | -8.0% |
| 3M | -43.8% | -35.1% | -8.8% | -19.7% |
| 6M | -49.2% | -44.0% | -5.2% | -20.4% |
| YTD | -32.4% | +21.0% | -53.5% | -48.1% |
| 1Y | -48.7% | +16.2% | -64.8% | -59.1% |
| All | -48.7% | +17.5% | -66.2% | -59.1% |
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