-60.8%
CLSK vs FTV
+68.1%
-128.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.6% |
| 7D | +7.7% | -4.0% | +11.7% | +10.2% |
| 30D | +12.2% | -11.0% | +23.3% | +19.7% |
| 3M | -15.5% | -8.4% | -7.1% | -12.0% |
| 6M | +39.3% | -2.6% | +41.9% | +39.7% |
| YTD | +35.1% | -0.6% | +35.7% | +31.5% |
| 1Y | +34.0% | +11.0% | +23.1% | +21.3% |
| 3Y | +226.3% | -6.3% | +232.6% | +235.2% |
| 5Y | +6.4% | -1.5% | +7.9% | +3.6% |
| All | -60.8% | +68.1% | -128.9% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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