-18.0%
CMG vs FIS
-38.7%
+20.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -0.5% |
| 7D | +2.5% | +2.8% | -0.4% | +1.9% |
| 30D | +15.6% | -16.7% | +32.3% | +17.4% |
| 3M | +8.2% | -32.3% | +40.5% | +16.5% |
| 6M | +9.9% | -29.1% | +38.9% | +16.1% |
| YTD | -4.6% | -54.1% | +49.5% | +13.6% |
| 1Y | +12.4% | -53.7% | +66.1% | +33.5% |
| 3Y | -18.0% | -38.8% | +20.9% | +2.1% |
| All | -18.0% | -38.7% | +20.7% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling