+30.1%
CB vs FIS
-54.2%
+84.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.6% |
| 7D | +0.2% | -25.5% | +25.7% | +1.9% |
| 30D | +9.1% | -15.1% | +24.1% | +9.0% |
| 3M | +3.4% | -32.1% | +35.5% | +6.1% |
| 6M | +14.1% | -36.1% | +50.2% | +16.6% |
| YTD | +18.0% | -55.4% | +73.4% | +24.9% |
| 1Y | +30.1% | -53.9% | +84.0% | +37.5% |
| All | +30.1% | -54.2% | +84.3% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling