-38.8%
FIS vs CRL
+97.9%
-136.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -16.7% | +11.9% | -28.6% | -18.4% |
| 3M | -32.3% | +20.2% | -52.4% | -34.6% |
| 6M | -29.1% | +107.5% | -136.6% | -38.5% |
| YTD | -54.1% | +69.4% | -123.6% | -58.8% |
| 1Y | -53.7% | +99.7% | -153.4% | -59.7% |
| 3Y | -38.8% | +98.8% | -137.6% | -49.3% |
| All | -38.8% | +97.9% | -136.8% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling