-40.9%
FIS vs CLX
-3.8%
-37.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.3% | -3.0% |
| 7D | -9.1% | -4.9% | -4.1% | -8.1% |
| 30D | -10.4% | -15.8% | +5.4% | -7.4% |
| 3M | -3.7% | -7.9% | +4.2% | -2.2% |
| 6M | -24.8% | -19.0% | -5.7% | -21.9% |
| YTD | -41.6% | -7.9% | -33.6% | -41.1% |
| 1Y | -42.7% | -25.4% | -17.4% | -39.8% |
| 3Y | -26.2% | -35.0% | +8.8% | -20.8% |
| 5Y | -66.1% | -36.8% | -29.4% | -64.1% |
| 10Y | -40.9% | -1.4% | -39.4% | -45.4% |
| All | -40.9% | -3.8% | -37.0% | -45.4% |
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