+107.8%
CB vs FIS
-71.2%
+179.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.5% |
| 7D | +2.9% | +2.8% | +0.1% | +2.4% |
| 30D | +7.3% | -16.7% | +24.0% | +9.2% |
| 3M | +9.4% | -32.3% | +41.7% | +15.2% |
| 6M | +19.6% | -29.1% | +48.7% | +24.7% |
| YTD | +21.5% | -54.1% | +75.6% | +35.8% |
| 1Y | +28.0% | -53.7% | +81.7% | +42.8% |
| 3Y | +74.9% | -38.8% | +113.7% | +84.6% |
| All | +107.8% | -71.2% | +179.0% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling