+425.5%
CL vs FIS
+374.5%
+51.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | -4.8% | -2.2% | -2.6% | -4.4% |
| 3M | +4.9% | +2.1% | +2.8% | +4.2% |
| 6M | -5.7% | -14.7% | +9.0% | -3.0% |
| YTD | +14.4% | -35.7% | +50.1% | +24.8% |
| 1Y | +8.7% | -37.1% | +45.8% | +19.1% |
| 3Y | +30.0% | -20.0% | +50.0% | +33.3% |
| 5Y | +28.4% | -62.1% | +90.5% | +50.6% |
| 10Y | +50.1% | -37.4% | +87.5% | +54.7% |
| All | +425.5% | +374.5% | +51.0% | +249.6% |
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