-51.4%
CLF vs FIS
-71.2%
+19.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.5% |
| 7D | -19.6% | -25.5% | +5.9% | -11.5% |
| 30D | -5.0% | -15.1% | +10.1% | -0.6% |
| 3M | -6.3% | -32.1% | +25.8% | +6.0% |
| 6M | +2.8% | -36.1% | +38.8% | +17.5% |
| YTD | -13.7% | -55.4% | +41.7% | +13.7% |
| 1Y | +13.6% | -53.9% | +67.5% | +47.3% |
| 3Y | -34.0% | -39.8% | +5.8% | -24.7% |
| All | -51.4% | -71.2% | +19.8% | -25.6% |
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