-40.6%
FIS vs CRL
+99.4%
-140.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -2.2% |
| 7D | -29.4% | +4.4% | -33.8% | -29.7% |
| 30D | -16.7% | +17.1% | -33.8% | -19.1% |
| 3M | -33.0% | +32.1% | -65.1% | -36.3% |
| 6M | -33.3% | +98.9% | -132.3% | -41.7% |
| YTD | -56.0% | +77.1% | -133.1% | -60.8% |
| 1Y | -54.6% | +110.3% | -164.8% | -60.8% |
| 3Y | -40.6% | +108.5% | -149.1% | -51.8% |
| All | -40.6% | +99.4% | -140.0% | -51.8% |
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