+67.7%
FERG vs CLSK
+6.4%
+61.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | +0.1% |
| 7D | -2.6% | +7.7% | -10.3% | -3.3% |
| 30D | -8.9% | +12.2% | -21.1% | -10.1% |
| 3M | -2.0% | -15.5% | +13.4% | -1.5% |
| 6M | -3.2% | +39.3% | -42.5% | -7.7% |
| YTD | +1.5% | +35.1% | -33.6% | -3.8% |
| 1Y | +0.5% | +34.0% | -33.5% | -6.0% |
| 3Y | +50.4% | +226.3% | -175.8% | +16.1% |
| All | +67.7% | +6.4% | +61.4% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 5y: compounded portfolio wealth divided by compounded CLSK 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…
5y analysis · Full analysis span regression · 6 months rolling