+5.3%
CI vs FIS
-37.0%
+42.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.5% |
| 7D | -1.6% | -25.5% | +23.9% | -0.8% |
| 30D | +5.4% | -15.1% | +20.5% | +3.9% |
| 3M | +7.3% | -32.1% | +39.4% | +9.1% |
| 6M | +5.3% | -36.1% | +41.4% | +8.0% |
| All | +5.3% | -37.0% | +42.3% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling