+288.0%
CME vs FIS
-55.6%
+343.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.7% | -27.4% | +29.0% | +9.4% |
| 30D | +10.2% | -16.8% | +27.0% | +14.0% |
| 3M | +17.8% | -32.6% | +50.4% | +29.1% |
| 6M | +11.0% | -33.4% | +44.4% | +21.6% |
| YTD | +17.0% | -56.0% | +73.1% | +43.7% |
| 1Y | +15.8% | -55.1% | +70.9% | +41.2% |
| 3Y | +61.8% | -41.4% | +103.2% | +76.0% |
| 5Y | +72.5% | -72.7% | +145.1% | +139.9% |
| 10Y | +288.0% | -55.5% | +343.5% | +382.7% |
| All | +288.0% | -55.6% | +343.5% | +382.7% |
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