+205.5%
CLSK vs FLEX
+442.3%
-236.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -0.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.8% |
| 30D | +11.1% | -11.8% | +22.9% | +21.0% |
| 3M | -14.1% | -22.6% | +8.5% | 0.0% |
| 6M | +32.9% | +77.3% | -44.4% | -25.0% |
| YTD | +26.5% | +78.8% | -52.3% | -29.5% |
| 1Y | +27.6% | +86.1% | -58.4% | -31.0% |
| All | +205.5% | +442.3% | -236.8% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling