+139.8%
FTNT vs CLSK
+211.4%
-71.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.5% | -2.2% |
| 7D | -0.1% | +7.7% | -7.9% | -0.6% |
| 30D | -3.0% | +12.2% | -15.2% | -3.8% |
| 3M | +7.6% | -15.5% | +23.1% | +8.0% |
| 6M | +87.0% | +39.3% | +47.6% | +81.1% |
| YTD | +96.5% | +35.1% | +61.5% | +89.3% |
| 1Y | +92.9% | +34.0% | +58.9% | +84.0% |
| 3Y | +139.8% | +226.3% | -86.4% | +90.6% |
| All | +139.8% | +211.4% | -71.5% | +90.6% |
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 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