+487.6%
CL vs FIS
+236.8%
+250.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +5.9% | -21.2% | +27.1% | +10.3% |
| 30D | +13.8% | -12.1% | +25.8% | +15.6% |
| 3M | +6.4% | -30.6% | +37.0% | +13.7% |
| 6M | +15.6% | -35.5% | +51.1% | +25.1% |
| YTD | +27.9% | -54.4% | +82.3% | +48.4% |
| 1Y | +31.4% | -52.9% | +84.3% | +51.4% |
| 3Y | +41.4% | -38.7% | +80.0% | +51.8% |
| 5Y | +42.8% | -70.4% | +113.2% | +74.5% |
| 10Y | +79.7% | -52.8% | +132.4% | +94.4% |
| All | +487.6% | +236.8% | +250.8% | +315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling