+104.9%
CB vs FIS
-70.7%
+175.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.4% | -0.7% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | +7.3% | -11.8% | +19.1% | +8.3% |
| 3M | +7.0% | -28.5% | +35.6% | +11.7% |
| 6M | +16.3% | -27.0% | +43.4% | +20.8% |
| YTD | +19.7% | -53.1% | +72.8% | +33.5% |
| 1Y | +27.8% | -52.8% | +80.5% | +42.2% |
| 3Y | +72.0% | -37.5% | +109.5% | +81.1% |
| 5Y | +104.9% | -71.1% | +175.9% | +150.0% |
| All | +104.9% | -70.7% | +175.6% | +150.0% |
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