+5.6%
CDE vs FIS
-50.5%
+56.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -23.7% | +32.4% | +4.6% |
| 7D | +1.1% | -18.4% | +19.5% | -2.2% |
| 30D | -14.5% | -11.4% | -3.1% | -17.1% |
| 3M | -10.1% | -32.0% | +21.9% | -12.8% |
| 6M | -16.9% | -35.6% | +18.7% | -18.8% |
| YTD | -18.1% | -53.8% | +35.7% | -6.0% |
| 1Y | +5.6% | -51.1% | +56.7% | +17.2% |
| All | +5.6% | -50.5% | +56.2% | +17.2% |
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 · 6 months rolling