-65.6%
FIS vs CLBK
+43.5%
-109.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | -3.5% | +1.1% | -4.6% | -3.7% |
| 30D | -7.8% | +7.8% | -15.6% | -9.6% |
| 3M | +0.8% | +23.9% | -23.0% | -4.5% |
| 6M | -21.9% | +42.3% | -64.2% | -28.7% |
| YTD | -39.5% | +65.4% | -104.9% | -46.9% |
| 1Y | -41.0% | +70.3% | -111.3% | -48.7% |
| 3Y | -23.6% | +54.5% | -78.1% | -33.4% |
| 5Y | -65.6% | +43.1% | -108.7% | -72.0% |
| All | -65.6% | +43.5% | -109.1% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling