+247.6%
FIS vs CLX
+556.9%
-309.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | +1.5% | +7.8% | -6.3% | -1.0% |
| 30D | -11.8% | +28.5% | -40.3% | -19.4% |
| 3M | -28.5% | +1.3% | -29.9% | -29.4% |
| 6M | -27.0% | +23.4% | -50.4% | -32.8% |
| YTD | -53.1% | +11.4% | -64.5% | -55.8% |
| 1Y | -52.8% | +6.9% | -59.7% | -54.9% |
| 3Y | -37.5% | -9.8% | -27.7% | -37.4% |
| 5Y | -71.1% | -22.7% | -48.4% | -70.3% |
| 10Y | -52.0% | +28.7% | -80.8% | -63.7% |
| All | +247.6% | +556.9% | -309.3% | +48.1% |
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