-80.3%
FIG vs CLSK
+18.0%
-98.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.2% | -11.9% | -6.3% |
| 7D | -16.4% | +21.9% | -38.2% | -18.2% |
| 30D | -2.3% | +9.6% | -11.9% | -3.6% |
| 3M | +7.8% | -18.4% | +26.2% | +9.8% |
| 6M | -21.8% | +46.4% | -68.2% | -30.4% |
| YTD | -39.1% | +33.2% | -72.3% | -46.4% |
| 1Y | -56.6% | +47.0% | -103.6% | -64.4% |
| All | -80.3% | +18.0% | -98.3% | -83.6% |
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