+110.5%
CNC vs FIS
-50.5%
+161.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -23.7% | +36.3% | +10.5% |
| 7D | +13.4% | -18.4% | +31.8% | +10.2% |
| 30D | +18.2% | -11.4% | +29.6% | +13.6% |
| 3M | +18.6% | -32.0% | +50.6% | +17.4% |
| 6M | +41.9% | -35.6% | +77.5% | +41.0% |
| YTD | +84.7% | -53.8% | +138.5% | +110.4% |
| 1Y | +110.5% | -51.1% | +161.6% | +131.9% |
| All | +110.5% | -50.5% | +161.0% | +131.9% |
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 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