+1,578.6%
CB vs FIS
+236.8%
+1,341.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | +2.6% | -21.2% | +23.7% | +9.7% |
| 30D | +11.2% | -12.1% | +23.3% | +14.1% |
| 3M | +5.7% | -30.6% | +36.3% | +18.0% |
| 6M | +15.9% | -35.5% | +51.4% | +32.0% |
| YTD | +20.2% | -54.4% | +74.5% | +54.4% |
| 1Y | +32.4% | -52.9% | +85.3% | +67.9% |
| 3Y | +75.5% | -38.7% | +114.1% | +95.2% |
| 5Y | +105.5% | -70.4% | +175.9% | +186.9% |
| 10Y | +258.5% | -52.8% | +311.3% | +304.3% |
| All | +1,578.6% | +236.8% | +1,341.9% | +721.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling