-64.8%
FIS vs CLBK
+63.3%
-128.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -27.4% | +2.9% | -30.3% | -28.2% |
| 30D | -16.8% | +5.4% | -22.2% | -18.4% |
| 3M | -32.6% | +5.8% | -38.4% | -34.1% |
| 6M | -33.4% | +28.9% | -62.3% | -39.4% |
| YTD | -56.0% | +61.8% | -117.9% | -63.3% |
| 1Y | -55.1% | +63.1% | -118.2% | -62.7% |
| 3Y | -41.4% | +55.3% | -96.8% | -52.3% |
| 5Y | -72.7% | +28.0% | -100.6% | -77.2% |
| All | -64.8% | +63.3% | -128.2% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling