+376.5%
FIS vs CLX
+463.9%
-87.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +1.1% | -9.2% | +10.3% | +4.3% |
| 30D | -2.2% | -11.0% | +8.8% | +1.6% |
| 3M | +2.1% | +5.0% | -2.9% | +0.2% |
| 6M | -14.7% | -18.8% | +4.1% | -9.4% |
| YTD | -35.7% | -4.4% | -31.3% | -35.8% |
| 1Y | -37.1% | -21.9% | -15.2% | -32.7% |
| 3Y | -20.0% | -32.8% | +12.7% | -11.1% |
| 5Y | -62.1% | -34.6% | -27.6% | -58.6% |
| 10Y | -37.4% | -4.7% | -32.7% | -46.1% |
| All | +376.5% | +463.9% | -87.4% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling