+3,038.3%
CLS vs FIS
-41.9%
+3,080.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.4% |
| 7D | +20.1% | -9.1% | +29.2% | +24.1% |
| 30D | +6.0% | -10.4% | +16.5% | +9.8% |
| 3M | -10.3% | -3.7% | -6.6% | -10.6% |
| 6M | +24.5% | -24.8% | +49.3% | +35.7% |
| YTD | +12.9% | -41.6% | +54.4% | +35.7% |
| 1Y | +36.7% | -42.7% | +79.4% | +64.6% |
| 3Y | +1,328.1% | -26.2% | +1,354.3% | +1,382.0% |
| 5Y | +3,682.3% | -66.1% | +3,748.4% | +5,483.4% |
| 10Y | +3,038.3% | -40.9% | +3,079.1% | +3,907.8% |
| All | +3,038.3% | -41.9% | +3,080.2% | +3,907.8% |
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