+150.2%
CMI vs FIS
-25.6%
+175.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -0.9% |
| 7D | +0.8% | -8.9% | +9.7% | +1.3% |
| 30D | -12.8% | -9.9% | -2.9% | -12.4% |
| 3M | -12.4% | 0.0% | -12.4% | -13.2% |
| 6M | -0.9% | -22.9% | +22.0% | +2.2% |
| YTD | +8.9% | -40.9% | +49.7% | +19.5% |
| 1Y | +37.7% | -40.4% | +78.1% | +50.5% |
| All | +150.2% | -25.6% | +175.8% | +144.1% |
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