-17.7%
CLSK vs FPS
-13.7%
-4.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -17.3% | +0.8% | -6.7% |
| 7D | -20.7% | -23.3% | +2.6% | -7.5% |
| 30D | -45.5% | -42.4% | -3.1% | -27.0% |
| 3M | -52.0% | -43.0% | -9.0% | -36.0% |
| 6M | -47.0% | -44.5% | -2.5% | -32.6% |
| All | -17.7% | -13.7% | -4.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling