-55.3%
FIS vs CRL
+400.8%
-456.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -2.7% |
| 7D | -29.4% | +4.4% | -33.8% | -30.1% |
| 30D | -16.7% | +17.1% | -33.8% | -20.7% |
| 3M | -33.0% | +32.1% | -65.1% | -38.6% |
| 6M | -33.3% | +98.9% | -132.3% | -46.7% |
| YTD | -56.0% | +77.1% | -133.1% | -63.9% |
| 1Y | -54.6% | +110.3% | -164.8% | -64.7% |
| 3Y | -40.6% | +108.5% | -149.1% | -57.0% |
| 5Y | -71.9% | -7.9% | -64.1% | -73.2% |
| 10Y | -55.3% | +368.9% | -424.3% | -77.6% |
| All | -55.3% | +400.8% | -456.2% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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