+221.7%
CLSK vs FIX
+782.5%
-560.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.9% | +4.6% |
| 7D | +21.9% | +6.1% | +15.8% | +17.3% |
| 30D | +9.6% | -2.7% | +12.3% | +11.5% |
| 3M | -18.4% | -10.9% | -7.5% | -12.1% |
| 6M | +46.4% | +29.0% | +17.4% | +22.6% |
| YTD | +33.2% | +76.9% | -43.7% | -8.7% |
| 1Y | +47.0% | +130.7% | -83.7% | -14.4% |
| All | +221.7% | +782.5% | -560.8% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling