-61.9%
CLSK vs FLR
+15.3%
-77.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.6% |
| 7D | +17.2% | -3.1% | +20.3% | +18.3% |
| 30D | +14.6% | +4.9% | +9.6% | +12.9% |
| 3M | -16.8% | +10.8% | -27.7% | -19.0% |
| 6M | +38.2% | +19.7% | +18.5% | +31.1% |
| YTD | +31.2% | +38.4% | -7.1% | +20.3% |
| 1Y | +37.3% | +34.7% | +2.6% | +28.3% |
| 3Y | +201.8% | +56.7% | +145.2% | +177.4% |
| 5Y | -1.6% | +241.6% | -243.2% | -17.5% |
| All | -61.9% | +15.3% | -77.3% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling