+47.7%
CI vs FIS
-71.2%
+118.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.4% |
| 7D | -1.6% | -25.5% | +23.9% | +1.2% |
| 30D | +5.4% | -15.1% | +20.5% | +6.5% |
| 3M | +7.3% | -32.1% | +39.4% | +11.5% |
| 6M | +5.3% | -36.1% | +41.4% | +10.1% |
| YTD | +8.5% | -55.4% | +63.9% | +18.9% |
| 1Y | +17.1% | -53.9% | +71.0% | +27.7% |
| 3Y | +1.4% | -39.8% | +41.2% | +5.5% |
| All | +47.7% | -71.2% | +118.9% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling