+3,616.8%
CLS vs FIS
-65.9%
+3,682.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.8% |
| 7D | +5.0% | -8.9% | +13.9% | +7.1% |
| 30D | +4.8% | -9.9% | +14.7% | +7.0% |
| 3M | -10.4% | 0.0% | -10.4% | -11.5% |
| 6M | +20.8% | -22.9% | +43.7% | +27.6% |
| YTD | +10.0% | -40.9% | +50.9% | +25.5% |
| 1Y | +28.5% | -40.4% | +69.0% | +45.5% |
| 3Y | +1,292.2% | -25.4% | +1,317.6% | +1,319.7% |
| 5Y | +3,616.8% | -64.8% | +3,681.6% | +5,032.6% |
| All | +3,616.8% | -65.9% | +3,682.7% | +5,032.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling