-7.6%
CMG vs FIS
-26.4%
+18.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.5% |
| 7D | -6.5% | -9.1% | +2.6% | -3.9% |
| 30D | +12.1% | -10.4% | +22.5% | +15.4% |
| 3M | +20.6% | -3.7% | +24.3% | +21.2% |
| 6M | +2.1% | -24.8% | +26.9% | +10.0% |
| YTD | -2.6% | -41.6% | +38.9% | +12.2% |
| 1Y | -8.7% | -42.7% | +34.0% | +5.7% |
| All | -7.6% | -26.4% | +18.9% | +2.9% |
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 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