+589.7%
CLF vs FIS
+225.0%
+364.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +3.1% |
| 7D | +16.0% | -3.5% | +19.5% | +18.0% |
| 30D | +1.6% | -19.4% | +21.1% | +12.2% |
| 3M | +6.7% | -31.6% | +38.3% | +29.1% |
| 6M | +21.1% | -32.5% | +53.7% | +45.4% |
| YTD | -1.6% | -56.0% | +54.4% | +50.3% |
| 1Y | +18.5% | -55.5% | +74.0% | +79.7% |
| 3Y | -21.0% | -41.3% | +20.3% | -2.6% |
| 5Y | -41.4% | -72.3% | +30.9% | +7.9% |
| 10Y | +86.5% | -55.0% | +141.5% | +145.6% |
| All | +589.7% | +225.0% | +364.8% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling