-70.5%
CBRS vs FIS
-28.3%
-42.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -23.7% | +17.6% | -13.1% |
| 7D | -18.4% | -18.4% | 0.0% | -20.2% |
| 30D | -49.4% | -11.4% | -38.0% | -47.4% |
| 3M | -59.6% | -32.0% | -27.6% | -66.1% |
| All | -70.5% | -28.3% | -42.2% | -74.1% |
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 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 · Available span rolling