+243.0%
CB vs FIS
-54.6%
+297.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | 0.0% |
| 7D | -1.5% | -29.4% | +27.9% | +7.5% |
| 30D | +6.5% | -16.7% | +23.3% | +10.4% |
| 3M | +4.1% | -33.0% | +37.0% | +15.0% |
| 6M | +14.4% | -33.3% | +47.7% | +26.1% |
| YTD | +17.5% | -56.0% | +73.5% | +46.9% |
| 1Y | +27.5% | -54.6% | +82.1% | +57.6% |
| 3Y | +71.6% | -40.6% | +112.2% | +87.9% |
| 5Y | +100.6% | -71.9% | +172.6% | +181.8% |
| 10Y | +243.0% | -55.3% | +298.3% | +316.2% |
| All | +243.0% | -54.6% | +297.6% | +316.2% |
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