-60.8%
CLSK vs FITB
+206.2%
-267.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.5% |
| 7D | +7.7% | -0.3% | +8.0% | +7.9% |
| 30D | +12.2% | -5.7% | +17.9% | +16.1% |
| 3M | -15.5% | +3.2% | -18.6% | -17.4% |
| 6M | +39.3% | +23.4% | +15.9% | +22.2% |
| YTD | +35.1% | +18.8% | +16.3% | +20.3% |
| 1Y | +34.0% | +25.0% | +9.0% | +16.3% |
| 3Y | +226.3% | +131.2% | +95.1% | +114.0% |
| 5Y | +6.4% | +70.7% | -64.3% | -17.4% |
| All | -60.8% | +206.2% | -267.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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