+1,438.3%
CB vs FIS
+374.5%
+1,063.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | -3.1% | -2.2% | -0.9% | -2.4% |
| 3M | +9.0% | +2.1% | +6.8% | +7.5% |
| 6M | +2.9% | -14.7% | +17.5% | +7.7% |
| YTD | +10.1% | -35.7% | +45.8% | +27.6% |
| 1Y | +22.8% | -37.1% | +59.9% | +42.9% |
| 3Y | +73.8% | -20.0% | +93.8% | +79.4% |
| 5Y | +99.2% | -62.1% | +161.3% | +160.1% |
| 10Y | +218.2% | -37.4% | +255.6% | +231.4% |
| All | +1,438.3% | +374.5% | +1,063.8% | +578.6% |
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