-60.8%
CLSK vs FISV
+1.9%
-62.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.4% | +1.4% | +4.9% |
| 7D | +7.7% | -2.7% | +10.4% | +8.6% |
| 30D | +12.2% | 0.0% | +12.2% | +11.5% |
| 3M | -15.5% | -2.8% | -12.7% | -16.6% |
| 6M | +39.3% | -11.8% | +51.2% | +42.1% |
| YTD | +35.1% | -23.2% | +58.3% | +44.4% |
| 1Y | +34.0% | -62.0% | +96.0% | +80.2% |
| 3Y | +226.3% | -57.6% | +283.9% | +323.5% |
| 5Y | +6.4% | -53.4% | +59.8% | +32.0% |
| All | -60.8% | +1.9% | -62.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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