+4,100.0%
CMG vs FIS
+141.1%
+3,958.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +2.4% |
| 7D | -1.5% | -3.5% | +2.0% | -0.2% |
| 30D | +12.7% | -7.8% | +20.5% | +16.1% |
| 3M | +26.3% | +0.8% | +25.4% | +25.1% |
| 6M | +4.5% | -21.9% | +26.4% | +14.2% |
| YTD | -0.1% | -39.5% | +39.4% | +20.7% |
| 1Y | -6.8% | -41.0% | +34.2% | +13.4% |
| 3Y | -5.0% | -23.6% | +18.6% | +1.4% |
| 5Y | -3.0% | -65.6% | +62.6% | +38.5% |
| 10Y | +323.6% | -40.2% | +363.8% | +359.5% |
| All | +4,100.0% | +141.1% | +3,958.9% | +2,081.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling