+2,298.1%
FTNT vs CLSK
-60.8%
+2,359.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.5% | -1.9% |
| 7D | -0.1% | +7.7% | -7.9% | -0.3% |
| 30D | -3.0% | +12.2% | -15.2% | -3.2% |
| 3M | +7.6% | -15.5% | +23.1% | +7.7% |
| 6M | +87.0% | +39.3% | +47.6% | +85.3% |
| YTD | +96.5% | +35.1% | +61.5% | +94.5% |
| 1Y | +92.9% | +34.0% | +58.9% | +90.5% |
| 3Y | +139.8% | +226.3% | -86.4% | +130.4% |
| 5Y | +151.3% | +6.4% | +144.9% | +141.3% |
| All | +2,298.1% | -60.8% | +2,359.0% | +2,247.6% |
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