-0.4%
CLSK vs FITB
+68.4%
-68.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -4.1% |
| 7D | +1.7% | -1.0% | +2.7% | +2.7% |
| 30D | +11.1% | -5.5% | +16.6% | +17.5% |
| 3M | -14.1% | +4.1% | -18.2% | -18.5% |
| 6M | +32.9% | +18.7% | +14.2% | +8.7% |
| YTD | +26.5% | +18.2% | +8.3% | +2.1% |
| 1Y | +27.6% | +23.7% | +4.0% | -1.7% |
| 3Y | +190.9% | +130.8% | +60.2% | +25.0% |
| 5Y | -0.4% | +69.8% | -70.2% | -41.7% |
| All | -0.4% | +68.4% | -68.8% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling