+225.8%
FIS vs CLX
+555.3%
-329.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -27.4% | +13.6% | -41.0% | -30.8% |
| 30D | -16.8% | +29.1% | -45.9% | -24.1% |
| 3M | -32.6% | +1.6% | -34.2% | -33.5% |
| 6M | -33.4% | +18.7% | -52.1% | -37.9% |
| YTD | -56.0% | +11.1% | -67.1% | -58.5% |
| 1Y | -55.1% | +7.0% | -62.1% | -57.1% |
| 3Y | -41.4% | -10.0% | -31.4% | -41.3% |
| 5Y | -72.7% | -22.6% | -50.0% | -72.0% |
| 10Y | -55.5% | +29.3% | -84.8% | -66.4% |
| All | +225.8% | +555.3% | -329.6% | +38.9% |
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