-55.0%
FIS vs CRL
+111.4%
-166.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -2.3% |
| 7D | -29.4% | +4.4% | -33.8% | -29.6% |
| 30D | -16.7% | +17.1% | -33.8% | -18.9% |
| 3M | -33.0% | +32.1% | -65.1% | -36.2% |
| 6M | -33.3% | +98.9% | -132.3% | -42.1% |
| YTD | -56.0% | +77.1% | -133.1% | -59.5% |
| All | -55.0% | +111.4% | -166.4% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling