+1,751.5%
CLS vs FIS
-54.6%
+1,806.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.4% | +9.2% | +8.3% |
| 7D | -10.6% | -29.4% | +18.9% | 0.0% |
| 30D | -38.4% | -16.7% | -21.7% | -35.5% |
| 3M | -29.9% | -33.0% | +3.1% | -21.1% |
| 6M | -40.6% | -33.3% | -7.3% | -33.9% |
| YTD | -24.6% | -56.0% | +31.4% | -1.7% |
| 1Y | -30.8% | -54.6% | +23.8% | -11.2% |
| 3Y | +811.7% | -40.6% | +852.4% | +894.6% |
| 5Y | +1,838.4% | -71.9% | +1,910.4% | +2,842.6% |
| 10Y | +1,751.5% | -55.3% | +1,806.8% | +2,463.4% |
| All | +1,751.5% | -54.6% | +1,806.1% | +2,463.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling