-40.2%
FIS vs CRL
+241.6%
-281.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.1% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -7.8% | +5.0% | -12.8% | -9.3% |
| 3M | +0.8% | +50.6% | -49.8% | -11.6% |
| 6M | -21.9% | +60.9% | -82.8% | -33.7% |
| YTD | -39.5% | +40.7% | -80.2% | -46.6% |
| 1Y | -41.0% | +73.3% | -114.3% | -51.5% |
| 3Y | -23.6% | +40.6% | -64.2% | -36.9% |
| 5Y | -65.6% | -37.0% | -28.6% | -62.8% |
| 10Y | -40.2% | +244.3% | -284.5% | -67.4% |
| All | -40.2% | +241.6% | -281.8% | -67.4% |
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