-0.4%
CLSK vs FIS
-65.9%
+65.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.3% |
| 7D | +1.7% | -8.9% | +10.6% | +7.2% |
| 30D | +11.1% | -9.9% | +21.0% | +16.7% |
| 3M | -14.1% | 0.0% | -14.1% | -18.4% |
| 6M | +32.9% | -22.9% | +55.8% | +49.6% |
| YTD | +26.5% | -40.9% | +67.4% | +72.1% |
| 1Y | +27.6% | -40.4% | +68.0% | +71.6% |
| 3Y | +190.9% | -25.4% | +216.3% | +231.2% |
| 5Y | -0.4% | -64.8% | +64.4% | +97.7% |
| All | -0.4% | -65.9% | +65.5% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling