-48.6%
FIS vs CLBK
+67.9%
-116.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | -2.2% | +9.1% | -11.3% | -5.3% |
| 3M | +2.1% | +27.7% | -25.5% | -6.6% |
| 6M | -14.7% | +40.8% | -55.5% | -24.8% |
| YTD | -35.7% | +66.4% | -102.1% | -46.8% |
| 1Y | -37.1% | +72.4% | -109.4% | -48.8% |
| 3Y | -20.0% | +50.7% | -70.7% | -33.9% |
| 5Y | -62.1% | +42.9% | -105.1% | -70.1% |
| All | -48.6% | +67.9% | -116.5% | -62.5% |
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