-54.3%
FIS vs CLX
+30.5%
-84.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -6.3% |
| 7D | -3.5% | +8.5% | -12.0% | -5.0% |
| 30D | -19.4% | +30.0% | -49.4% | -23.7% |
| 3M | -31.6% | +3.8% | -35.4% | -32.3% |
| 6M | -32.5% | +24.6% | -57.2% | -35.7% |
| YTD | -56.0% | +12.8% | -68.7% | -57.5% |
| 1Y | -55.5% | +8.6% | -64.1% | -56.8% |
| 3Y | -41.3% | -8.6% | -32.7% | -41.1% |
| 5Y | -72.3% | -21.8% | -50.5% | -71.9% |
| All | -54.3% | +30.5% | -84.8% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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