+838.1%
CLS vs FIS
-38.7%
+876.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.2% | -9.5% | -5.6% |
| 7D | +16.3% | +2.8% | +13.5% | +16.0% |
| 30D | -25.7% | -16.7% | -8.9% | -24.8% |
| 3M | -30.9% | -32.3% | +1.4% | -29.3% |
| 6M | -35.5% | -29.1% | -6.4% | -34.3% |
| YTD | -18.7% | -54.1% | +35.4% | -9.9% |
| 1Y | -17.9% | -53.7% | +35.8% | -9.3% |
| 3Y | +838.1% | -38.8% | +876.9% | +628.1% |
| All | +838.1% | -38.7% | +876.8% | +628.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling