+6,781.2%
CME vs FIS
+350.1%
+6,431.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | -1.6% | +1.1% | -2.7% | -2.1% |
| 30D | +6.2% | -2.2% | +8.5% | +7.0% |
| 3M | +10.4% | +2.1% | +8.3% | +8.7% |
| 6M | -9.5% | -14.7% | +5.1% | -4.5% |
| YTD | +6.0% | -35.7% | +41.7% | +25.5% |
| 1Y | +9.3% | -37.1% | +46.3% | +30.1% |
| 3Y | +57.7% | -20.0% | +77.7% | +61.8% |
| 5Y | +77.7% | -62.1% | +139.8% | +139.6% |
| 10Y | +281.2% | -37.4% | +318.6% | +277.5% |
| All | +6,781.2% | +350.1% | +6,431.1% | +2,359.6% |
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