+18.0%
CI vs FIS
-50.5%
+68.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -23.7% | +27.0% | +4.2% |
| 7D | +3.5% | -18.4% | +21.9% | +3.4% |
| 30D | +12.6% | -11.4% | +24.0% | +11.7% |
| 3M | +12.1% | -32.0% | +44.0% | +13.6% |
| 6M | +10.6% | -35.6% | +46.2% | +11.8% |
| YTD | +12.8% | -53.8% | +66.6% | +21.7% |
| 1Y | +18.0% | -51.1% | +69.1% | +24.9% |
| All | +18.0% | -50.5% | +68.5% | +24.9% |
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