-60.8%
CLSK vs FLR
+14.0%
-74.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +6.5% |
| 7D | +7.7% | -3.5% | +11.2% | +8.8% |
| 30D | +12.2% | +4.2% | +8.1% | +10.9% |
| 3M | -15.5% | +8.1% | -23.5% | -17.2% |
| 6M | +39.3% | +21.5% | +17.8% | +31.8% |
| YTD | +35.1% | +36.8% | -1.7% | +24.3% |
| 1Y | +34.0% | +31.2% | +2.8% | +26.0% |
| 3Y | +226.3% | +53.9% | +172.4% | +201.3% |
| 5Y | +6.4% | +243.0% | -236.7% | -10.6% |
| All | -60.8% | +14.0% | -74.9% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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