+15.6%
CL vs FIS
-37.4%
+53.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | 0.0% |
| 7D | +5.9% | -21.2% | +27.1% | +7.1% |
| 30D | +13.8% | -12.1% | +25.8% | +12.1% |
| 3M | +6.4% | -30.6% | +37.0% | +10.3% |
| 6M | +15.6% | -35.5% | +51.1% | +19.4% |
| All | +15.6% | -37.4% | +53.0% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling