+325.9%
CMG vs FIS
-53.2%
+379.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -1.1% |
| 7D | +2.5% | +2.8% | -0.4% | +1.4% |
| 30D | +15.6% | -16.7% | +32.3% | +20.1% |
| 3M | +8.2% | -32.3% | +40.5% | +21.1% |
| 6M | +9.9% | -29.1% | +38.9% | +20.2% |
| YTD | -4.6% | -54.1% | +49.5% | +22.3% |
| 1Y | +12.4% | -53.7% | +66.1% | +43.6% |
| 3Y | -18.0% | -38.8% | +20.9% | -8.2% |
| 5Y | -5.3% | -71.1% | +65.8% | +41.1% |
| All | +325.9% | -53.2% | +379.1% | +454.9% |
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