+42.9%
CLSK vs FN
+101.0%
-58.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +11.7% | -3.2% | +2.4% |
| 7D | -19.7% | 0.0% | -19.6% | -18.7% |
| 30D | -46.5% | -34.3% | -12.2% | -33.7% |
| 3M | -51.7% | -39.9% | -11.8% | -38.7% |
| 6M | -57.5% | -51.8% | -5.7% | -42.2% |
| YTD | -39.1% | -28.1% | -11.0% | -35.0% |
| 1Y | -60.0% | -29.1% | -30.9% | -57.1% |
| 3Y | +42.9% | +102.4% | -59.5% | -23.5% |
| All | +42.9% | +101.0% | -58.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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