-20.4%
CLF vs FIS
-37.3%
+16.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.7% | -4.5% | +0.3% |
| 7D | +2.3% | +1.5% | +0.8% | +1.9% |
| 30D | +1.9% | -11.8% | +13.8% | +4.7% |
| 3M | +5.9% | -28.5% | +34.4% | +15.1% |
| 6M | +16.9% | -27.0% | +43.9% | +25.1% |
| YTD | -1.1% | -53.1% | +52.0% | +24.8% |
| 1Y | +28.8% | -52.8% | +81.6% | +61.8% |
| All | -20.4% | -37.3% | +16.9% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling