+976.3%
CI vs FIS
+374.5%
+601.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +4.4% | -2.2% | +6.7% | +5.2% |
| 3M | +0.7% | +2.1% | -1.5% | -0.8% |
| 6M | +0.3% | -14.7% | +15.0% | +5.2% |
| YTD | +3.8% | -35.7% | +39.5% | +20.8% |
| 1Y | -5.5% | -37.1% | +31.6% | +10.6% |
| 3Y | +8.1% | -20.0% | +28.1% | +11.0% |
| 5Y | +42.8% | -62.1% | +104.9% | +87.7% |
| 10Y | +143.9% | -37.4% | +181.3% | +154.5% |
| All | +976.3% | +374.5% | +601.8% | +420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling