+99.7%
CLF vs FIS
-54.4%
+154.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.8% |
| 7D | -19.6% | -25.5% | +5.9% | -8.1% |
| 30D | -5.0% | -15.1% | +10.1% | +0.9% |
| 3M | -6.3% | -32.1% | +25.8% | +11.2% |
| 6M | +2.8% | -36.1% | +38.8% | +23.4% |
| YTD | -13.7% | -55.4% | +41.7% | +25.2% |
| 1Y | +13.6% | -53.9% | +67.5% | +61.4% |
| 3Y | -34.0% | -39.8% | +5.8% | -22.3% |
| 5Y | -48.7% | -71.1% | +22.4% | -10.0% |
| All | +99.7% | -54.4% | +154.1% | +148.2% |
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