-53.3%
FIS vs CLBK
+64.7%
-118.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.0% |
| 7D | -9.1% | -1.5% | -7.6% | -8.6% |
| 30D | -10.4% | +6.7% | -17.1% | -12.6% |
| 3M | -3.7% | +21.2% | -24.8% | -10.2% |
| 6M | -24.8% | +42.0% | -66.7% | -33.9% |
| YTD | -41.6% | +63.3% | -104.8% | -51.3% |
| 1Y | -42.7% | +65.4% | -108.1% | -52.7% |
| 3Y | -26.2% | +52.5% | -78.7% | -39.4% |
| 5Y | -66.1% | +42.0% | -108.1% | -73.3% |
| All | -53.3% | +64.7% | -118.0% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling