-5.7%
CMG vs FIS
-66.7%
+61.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.5% |
| 7D | -6.5% | -9.1% | +2.6% | -4.0% |
| 30D | +12.1% | -10.4% | +22.5% | +15.4% |
| 3M | +20.6% | -3.7% | +24.3% | +21.3% |
| 6M | +2.1% | -24.8% | +26.9% | +9.9% |
| YTD | -2.6% | -41.6% | +38.9% | +12.3% |
| 1Y | -8.7% | -42.7% | +34.0% | +5.7% |
| 3Y | -7.4% | -26.2% | +18.8% | -1.1% |
| 5Y | -5.7% | -66.1% | +60.5% | +24.3% |
| All | -5.7% | -66.7% | +61.1% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling