+1,024.7%
CI vs FIS
+229.2%
+795.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.8% |
| 7D | -1.6% | -25.5% | +23.9% | +7.7% |
| 30D | +5.4% | -15.1% | +20.5% | +9.6% |
| 3M | +7.3% | -32.1% | +39.4% | +21.1% |
| 6M | +5.3% | -36.1% | +41.4% | +20.7% |
| YTD | +8.5% | -55.4% | +63.9% | +41.6% |
| 1Y | +17.1% | -53.9% | +71.0% | +50.8% |
| 3Y | +1.4% | -39.8% | +41.2% | +13.2% |
| 5Y | +50.5% | -71.1% | +121.6% | +112.9% |
| 10Y | +168.5% | -53.8% | +222.4% | +206.8% |
| All | +1,024.7% | +229.2% | +795.5% | +510.4% |
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