+42.5%
CI vs FIS
-62.1%
+104.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | +4.4% | -2.2% | +6.7% | +4.7% |
| 3M | +0.7% | +2.1% | -1.5% | +0.2% |
| 6M | +0.3% | -14.7% | +15.0% | +2.1% |
| YTD | +3.8% | -35.7% | +39.5% | +10.0% |
| 1Y | -5.5% | -37.1% | +31.6% | +0.4% |
| 3Y | +8.1% | -20.0% | +28.1% | +9.7% |
| All | +42.5% | -62.1% | +104.7% | +66.9% |
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 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