+282.1%
CME vs FIS
-40.5%
+322.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +0.6% |
| 7D | -2.9% | -3.5% | +0.6% | -2.0% |
| 30D | +5.5% | -7.8% | +13.4% | +7.8% |
| 3M | +11.0% | +0.8% | +10.1% | +10.2% |
| 6M | -9.7% | -21.9% | +12.2% | -3.9% |
| YTD | +4.9% | -39.5% | +44.4% | +19.8% |
| 1Y | +10.1% | -41.0% | +51.1% | +26.4% |
| 3Y | +53.5% | -23.6% | +77.1% | +57.8% |
| 5Y | +77.2% | -65.6% | +142.8% | +139.2% |
| 10Y | +282.1% | -40.2% | +322.3% | +339.4% |
| All | +282.1% | -40.5% | +322.6% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling