-60.8%
CLSK vs FLEX
+994.3%
-1,055.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.2% | -0.4% | +2.8% |
| 7D | +7.7% | +5.7% | +2.0% | +4.5% |
| 30D | +12.2% | -7.0% | +19.3% | +17.0% |
| 3M | -15.5% | -23.8% | +8.4% | -2.6% |
| 6M | +39.3% | +82.6% | -43.3% | -7.3% |
| YTD | +35.1% | +91.6% | -56.5% | -12.5% |
| 1Y | +34.0% | +100.6% | -66.5% | -14.8% |
| 3Y | +226.3% | +479.8% | -253.5% | +20.1% |
| 5Y | +6.4% | +746.5% | -740.1% | -66.0% |
| All | -60.8% | +994.3% | -1,055.1% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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