-61.9%
CLSK vs FITB
+203.2%
-265.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | +17.2% | -0.4% | +17.6% | +17.5% |
| 30D | +14.6% | -5.1% | +19.7% | +18.1% |
| 3M | -16.8% | +3.5% | -20.4% | -18.9% |
| 6M | +38.2% | +17.2% | +21.0% | +24.8% |
| YTD | +31.2% | +17.6% | +13.6% | +17.5% |
| 1Y | +37.3% | +23.4% | +14.0% | +20.1% |
| 3Y | +201.8% | +129.7% | +72.1% | +98.7% |
| 5Y | -1.6% | +68.4% | -70.0% | -23.0% |
| All | -61.9% | +203.2% | -265.2% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling