+321.2%
CMG vs FIS
-39.9%
+361.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -3.8% | -8.9% | +5.1% | -0.5% |
| 30D | +12.9% | -9.9% | +22.8% | +17.0% |
| 3M | +18.8% | 0.0% | +18.8% | +18.1% |
| 6M | +4.1% | -22.9% | +27.0% | +13.6% |
| YTD | -2.4% | -40.9% | +38.5% | +17.4% |
| 1Y | -6.7% | -40.4% | +33.8% | +11.5% |
| 3Y | -7.1% | -25.4% | +18.2% | -0.6% |
| 5Y | -5.0% | -64.8% | +59.9% | +35.8% |
| All | +321.2% | -39.9% | +361.1% | +421.0% |
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