+1,761.1%
CLS vs FIS
-55.6%
+1,816.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -13.9% | -27.4% | +13.5% | -4.5% |
| 30D | -38.2% | -16.8% | -21.3% | -35.2% |
| 3M | -28.8% | -32.6% | +3.8% | -20.1% |
| 6M | -40.4% | -33.4% | -7.0% | -33.6% |
| YTD | -24.3% | -56.0% | +31.8% | -1.3% |
| 1Y | -35.0% | -55.1% | +20.1% | -16.2% |
| 3Y | +778.7% | -41.4% | +820.1% | +864.3% |
| 5Y | +1,884.8% | -72.7% | +1,957.5% | +2,961.2% |
| 10Y | +1,761.1% | -55.5% | +1,816.6% | +2,480.4% |
| All | +1,761.1% | -55.6% | +1,816.6% | +2,480.4% |
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