-41.1%
FIS vs CLX
-25.0%
-16.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.3% | -3.1% |
| 7D | -9.1% | -4.9% | -4.1% | -8.4% |
| 30D | -10.4% | -15.8% | +5.4% | -8.2% |
| 3M | -3.7% | -7.9% | +4.2% | -2.8% |
| 6M | -24.8% | -19.0% | -5.7% | -22.9% |
| YTD | -41.6% | -7.9% | -33.6% | -43.8% |
| All | -41.1% | -25.0% | -16.2% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling