+7,418.1%
CME vs FIS
+212.3%
+7,205.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | +0.9% | -25.5% | +26.4% | +11.6% |
| 30D | +13.2% | -15.1% | +28.2% | +18.3% |
| 3M | +16.3% | -32.1% | +48.4% | +33.1% |
| 6M | +7.1% | -36.1% | +43.2% | +24.8% |
| YTD | +15.8% | -55.4% | +71.2% | +55.8% |
| 1Y | +17.1% | -53.9% | +71.0% | +55.1% |
| 3Y | +63.2% | -39.8% | +102.9% | +83.9% |
| 5Y | +70.2% | -71.1% | +141.3% | +149.3% |
| 10Y | +337.0% | -53.8% | +390.8% | +376.8% |
| All | +7,418.1% | +212.3% | +7,205.8% | +2,954.3% |
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