-63.3%
CLSK vs FISV
-3.3%
-60.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +1.7% | -7.2% | +9.0% | +4.3% |
| 30D | +11.1% | -7.2% | +18.3% | +13.3% |
| 3M | -14.1% | -8.2% | -5.9% | -13.5% |
| 6M | +32.9% | -17.7% | +50.6% | +39.0% |
| YTD | +26.5% | -27.2% | +53.6% | +37.7% |
| 1Y | +27.6% | -63.0% | +90.6% | +72.4% |
| 3Y | +190.9% | -59.8% | +250.7% | +284.5% |
| 5Y | -0.4% | -55.8% | +55.4% | +25.9% |
| All | -63.3% | -3.3% | -60.0% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling