+205.5%
CLSK vs FIS
-25.6%
+231.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.2% |
| 7D | +1.7% | -8.9% | +10.6% | +6.2% |
| 30D | +11.1% | -9.9% | +21.0% | +15.7% |
| 3M | -14.1% | 0.0% | -14.1% | -19.1% |
| 6M | +32.9% | -22.9% | +55.8% | +50.6% |
| YTD | +26.5% | -40.9% | +67.4% | +80.7% |
| 1Y | +27.6% | -40.4% | +68.0% | +79.4% |
| All | +205.5% | -25.6% | +231.1% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling