+84.1%
CL vs FIS
-52.2%
+136.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -1.4% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | +9.5% | -11.8% | +21.4% | +11.0% |
| 3M | +6.8% | -28.5% | +35.3% | +13.1% |
| 6M | +14.3% | -27.0% | +41.3% | +20.2% |
| YTD | +27.0% | -53.1% | +80.1% | +46.5% |
| 1Y | +26.3% | -52.8% | +79.0% | +45.4% |
| 3Y | +39.3% | -37.5% | +76.7% | +48.3% |
| 5Y | +41.5% | -71.1% | +112.6% | +79.1% |
| 10Y | +84.1% | -52.0% | +136.1% | +101.0% |
| All | +84.1% | -52.2% | +136.3% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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