-61.4%
CLSK vs FIS
-36.8%
-24.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.9% | +12.1% | +8.3% |
| 7D | +21.9% | -3.5% | +25.3% | +23.2% |
| 30D | +9.6% | -7.8% | +17.4% | +12.0% |
| 3M | -18.4% | +0.8% | -19.2% | -20.8% |
| 6M | +46.4% | -21.9% | +68.3% | +56.7% |
| YTD | +33.2% | -39.5% | +72.7% | +58.2% |
| 1Y | +47.0% | -41.0% | +88.0% | +76.0% |
| 3Y | +206.4% | -23.6% | +230.0% | +239.6% |
| 5Y | +5.4% | -65.6% | +71.0% | +32.8% |
| All | -61.4% | -36.8% | -24.6% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling