-42.7%
FIS vs CLBK
+67.6%
-110.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.1% |
| 7D | -9.1% | -1.5% | -7.6% | -8.8% |
| 30D | -10.4% | +6.7% | -17.1% | -11.7% |
| 3M | -3.7% | +21.2% | -24.8% | -7.9% |
| 6M | -24.8% | +42.0% | -66.7% | -30.6% |
| YTD | -41.6% | +63.3% | -104.8% | -47.6% |
| 1Y | -42.7% | +65.4% | -108.1% | -49.8% |
| All | -42.7% | +67.6% | -110.3% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling