+167.0%
CMI vs FIS
-66.7%
+233.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.6% |
| 7D | +0.7% | -9.1% | +9.8% | +2.4% |
| 30D | -12.3% | -10.4% | -1.8% | -10.7% |
| 3M | -16.8% | -3.7% | -13.1% | -17.0% |
| 6M | +1.5% | -24.8% | +26.3% | +6.7% |
| YTD | +9.8% | -41.6% | +51.4% | +23.1% |
| 1Y | +42.6% | -42.7% | +85.3% | +60.2% |
| 3Y | +151.0% | -26.2% | +177.2% | +158.3% |
| 5Y | +167.0% | -66.1% | +233.2% | +232.6% |
| All | +167.0% | -66.7% | +233.8% | +232.6% |
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