-80.8%
FIG vs CLSK
+12.1%
-92.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.0% |
| 7D | -12.2% | +1.7% | -14.0% | -12.4% |
| 30D | -11.0% | +11.1% | -22.1% | -12.2% |
| 3M | +11.9% | -14.1% | +26.0% | +12.2% |
| 6M | -21.9% | +32.9% | -54.8% | -29.4% |
| YTD | -40.8% | +26.5% | -67.2% | -47.6% |
| 1Y | -56.6% | +27.6% | -84.3% | -63.3% |
| All | -80.8% | +12.1% | -92.9% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling