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  • CLS vs FIS✓SelectedUSD · FISCLS vs FIS performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs FIS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
FIS return
-41.9%
Excess return
+3,080.2%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFISExcessAlpha
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