+80.1%
CLF vs FIS
-54.6%
+134.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.3% | +7.7% |
| 7D | -14.1% | -29.4% | +15.3% | +0.8% |
| 30D | -5.5% | -16.7% | +11.2% | +1.2% |
| 3M | 0.0% | -33.0% | +33.0% | +19.3% |
| 6M | +11.3% | -33.3% | +44.6% | +31.2% |
| YTD | -7.7% | -56.0% | +48.3% | +34.7% |
| 1Y | +17.5% | -54.6% | +72.1% | +68.2% |
| 3Y | -25.4% | -40.6% | +15.2% | -11.5% |
| 5Y | -46.0% | -71.9% | +26.0% | -3.5% |
| 10Y | +80.1% | -55.3% | +135.4% | +128.6% |
| All | +80.1% | -54.6% | +134.7% | +128.6% |
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 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