+18.8%
CLF vs FIS
-54.5%
+73.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.3% | +7.2% |
| 7D | -14.1% | -29.4% | +15.3% | -10.1% |
| 30D | -5.5% | -16.7% | +11.2% | -2.0% |
| 3M | 0.0% | -33.0% | +33.0% | +4.5% |
| 6M | +11.3% | -33.3% | +44.6% | +16.0% |
| YTD | -7.7% | -56.0% | +48.3% | -2.3% |
| All | +18.8% | -54.5% | +73.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling