+246.7%
CB vs FIS
-55.6%
+302.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | -27.4% | +28.1% | +9.0% |
| 30D | +8.2% | -16.8% | +25.0% | +12.1% |
| 3M | +6.3% | -32.6% | +38.9% | +17.3% |
| 6M | +16.2% | -33.4% | +49.6% | +28.1% |
| YTD | +19.3% | -56.0% | +75.4% | +49.2% |
| 1Y | +29.2% | -55.1% | +84.3% | +60.2% |
| 3Y | +71.4% | -41.4% | +112.9% | +88.7% |
| 5Y | +104.2% | -72.7% | +176.9% | +190.9% |
| 10Y | +246.7% | -55.5% | +302.1% | +320.9% |
| All | +246.7% | -55.6% | +302.2% | +320.9% |
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