-60.8%
CLSK vs FIS
-38.2%
-22.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | +7.7% | -7.9% | +15.6% | +10.7% |
| 30D | +12.2% | -8.0% | +20.2% | +14.8% |
| 3M | -15.5% | +0.6% | -16.1% | -18.0% |
| 6M | +39.3% | -22.2% | +61.6% | +49.2% |
| YTD | +35.1% | -40.8% | +75.9% | +61.6% |
| 1Y | +34.0% | -41.5% | +75.5% | +60.9% |
| 3Y | +226.3% | -25.5% | +251.7% | +264.8% |
| 5Y | +6.4% | -64.8% | +71.2% | +35.4% |
| All | -60.8% | -38.2% | -22.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling