+11.7%
CMI vs FIS
-50.5%
+62.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -23.7% | +17.9% | -7.8% |
| 7D | -11.2% | -18.4% | +7.2% | -11.6% |
| 30D | -9.8% | -11.4% | +1.5% | -8.4% |
| 3M | -25.5% | -32.0% | +6.5% | -28.8% |
| 6M | -27.7% | -35.6% | +7.9% | -29.3% |
| YTD | -6.6% | -53.8% | +47.2% | +1.4% |
| 1Y | +11.7% | -51.1% | +62.7% | +18.7% |
| All | +11.7% | -50.5% | +62.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling