+87.5%
CLF vs FIS
-52.2%
+139.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.7% | -4.5% | -1.1% |
| 7D | +2.3% | +1.5% | +0.8% | +1.5% |
| 30D | +1.9% | -11.8% | +13.8% | +6.1% |
| 3M | +5.9% | -28.5% | +34.4% | +22.3% |
| 6M | +16.9% | -27.0% | +43.9% | +31.6% |
| YTD | -1.1% | -53.1% | +52.0% | +39.8% |
| 1Y | +28.8% | -52.8% | +81.6% | +81.0% |
| 3Y | -20.6% | -37.5% | +16.9% | -8.1% |
| 5Y | -41.5% | -71.1% | +29.6% | +3.7% |
| 10Y | +87.5% | -52.0% | +139.5% | +129.8% |
| All | +87.5% | -52.2% | +139.8% | +129.8% |
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