+415.9%
CLS vs FIS
+229.2%
+186.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.5% |
| 7D | -22.2% | -25.5% | +3.3% | -12.4% |
| 30D | -44.4% | -15.1% | -29.3% | -41.5% |
| 3M | -34.3% | -32.1% | -2.2% | -24.2% |
| 6M | -50.1% | -36.1% | -14.0% | -41.9% |
| YTD | -30.1% | -55.4% | +25.3% | -5.2% |
| 1Y | -39.3% | -53.9% | +14.5% | -19.2% |
| 3Y | +732.7% | -39.8% | +772.5% | +837.5% |
| 5Y | +1,777.2% | -71.1% | +1,848.3% | +2,777.4% |
| 10Y | +1,645.6% | -53.8% | +1,699.4% | +1,960.2% |
| All | +415.9% | +229.2% | +186.7% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling