+732.7%
CLS vs FIS
-39.8%
+772.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.6% |
| 7D | -22.2% | -25.5% | +3.3% | -21.0% |
| 30D | -44.4% | -15.1% | -29.3% | -43.6% |
| 3M | -34.3% | -32.1% | -2.2% | -32.7% |
| 6M | -50.1% | -36.1% | -14.0% | -48.4% |
| YTD | -30.1% | -55.4% | +25.3% | -22.2% |
| 1Y | -39.3% | -53.9% | +14.5% | -33.2% |
| 3Y | +732.7% | -39.8% | +772.5% | +573.9% |
| All | +732.7% | -39.8% | +772.5% | +573.9% |
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