+679.7%
CLS vs FIS
+374.5%
+305.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +4.6% | +1.1% | +3.5% | +4.0% |
| 30D | -13.9% | -2.2% | -11.7% | -13.3% |
| 3M | -26.6% | +2.1% | -28.7% | -28.5% |
| 6M | +15.4% | -14.7% | +30.1% | +20.6% |
| YTD | +5.7% | -35.7% | +41.4% | +25.0% |
| 1Y | +41.1% | -37.1% | +78.2% | +67.2% |
| 3Y | +1,228.6% | -20.0% | +1,248.6% | +1,258.4% |
| 5Y | +3,240.6% | -62.1% | +3,302.8% | +4,581.7% |
| 10Y | +2,760.3% | -37.4% | +2,797.7% | +2,935.8% |
| All | +679.7% | +374.5% | +305.2% | +147.4% |
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 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