+89.6%
CL vs FIS
-53.2%
+142.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +1.0% |
| 7D | +3.2% | +2.8% | +0.4% | +2.5% |
| 30D | +8.0% | -16.7% | +24.8% | +10.8% |
| 3M | +7.9% | -32.3% | +40.2% | +15.5% |
| 6M | +14.7% | -29.1% | +43.8% | +21.3% |
| YTD | +29.2% | -54.1% | +83.3% | +49.6% |
| 1Y | +29.5% | -53.7% | +83.3% | +49.6% |
| 3Y | +40.7% | -38.8% | +79.5% | +50.4% |
| 5Y | +43.9% | -71.1% | +115.0% | +81.4% |
| All | +89.6% | -53.2% | +142.8% | +108.5% |
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