+248.2%
CB vs FIS
-54.4%
+302.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.1% |
| 7D | +0.2% | -25.5% | +25.7% | +7.6% |
| 30D | +9.1% | -15.1% | +24.1% | +12.3% |
| 3M | +3.4% | -32.1% | +35.5% | +13.9% |
| 6M | +14.1% | -36.1% | +50.2% | +27.3% |
| YTD | +18.0% | -55.4% | +73.4% | +46.9% |
| 1Y | +30.1% | -53.9% | +84.0% | +60.1% |
| 3Y | +71.8% | -39.8% | +111.5% | +87.2% |
| 5Y | +101.8% | -71.1% | +172.9% | +180.0% |
| All | +248.2% | -54.4% | +302.6% | +320.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling