+376.5%
FIS vs CRL
+798.8%
-422.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.5% |
| 7D | +1.1% | -1.0% | +2.1% | +1.4% |
| 30D | -2.2% | +10.7% | -12.9% | -5.1% |
| 3M | +2.1% | +55.3% | -53.1% | -10.7% |
| 6M | -14.7% | +60.7% | -75.3% | -26.9% |
| YTD | -35.7% | +44.6% | -80.3% | -43.3% |
| 1Y | -37.1% | +77.7% | -114.8% | -48.1% |
| 3Y | -20.0% | +37.6% | -57.6% | -32.7% |
| 5Y | -62.1% | -35.8% | -26.3% | -61.2% |
| 10Y | -37.4% | +241.7% | -279.1% | -62.4% |
| All | +376.5% | +798.8% | -422.3% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling