-47.8%
CLF vs FIS
-62.1%
+14.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +7.6% | +1.1% | +6.5% | +7.2% |
| 30D | -1.2% | -2.2% | +1.0% | -0.6% |
| 3M | -13.4% | +2.1% | -15.5% | -14.8% |
| 6M | +15.4% | -14.7% | +30.1% | +20.5% |
| YTD | -5.9% | -35.7% | +29.8% | +9.8% |
| 1Y | +18.8% | -37.1% | +55.9% | +39.4% |
| 3Y | -19.4% | -20.0% | +0.6% | -15.4% |
| All | -47.8% | -62.1% | +14.3% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling