+356.3%
FERG vs CLSK
-61.9%
+418.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +0.9% | +17.2% | -16.3% | +0.7% |
| 30D | -15.1% | +14.6% | -29.6% | -15.2% |
| 3M | -4.8% | -16.8% | +12.0% | -4.7% |
| 6M | -2.5% | +38.2% | -40.6% | -3.1% |
| YTD | +1.8% | +31.2% | -29.4% | +1.1% |
| 1Y | -0.3% | +37.3% | -37.7% | -1.2% |
| 3Y | +52.9% | +201.8% | -148.9% | +49.8% |
| 5Y | +69.3% | -1.6% | +70.9% | +65.4% |
| All | +356.3% | -61.9% | +418.2% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling