-41.0%
FIS vs CRL
+72.1%
-113.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.4% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -7.8% | +5.0% | -12.8% | -8.7% |
| 3M | +0.8% | +50.6% | -49.8% | -7.4% |
| 6M | -21.9% | +60.9% | -82.8% | -29.3% |
| YTD | -39.5% | +40.7% | -80.2% | -43.1% |
| 1Y | -41.0% | +73.3% | -114.3% | -46.5% |
| All | -41.0% | +72.1% | -113.1% | -46.5% |
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