-60.8%
CLSK vs FLUT
-9.3%
-51.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.0% |
| 7D | +7.7% | +0.4% | +7.3% | +7.6% |
| 30D | +12.2% | +2.5% | +9.7% | +10.2% |
| 3M | -15.5% | -9.2% | -6.2% | -14.0% |
| 6M | +39.3% | -8.2% | +47.6% | +39.6% |
| YTD | +35.1% | -53.2% | +88.3% | +81.8% |
| 1Y | +34.0% | -65.6% | +99.6% | +107.5% |
| 3Y | +226.3% | -43.6% | +269.8% | +298.9% |
| 5Y | +6.4% | -50.3% | +56.7% | +27.2% |
| All | -60.8% | -9.3% | -51.5% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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