+95.2%
CNC vs FIS
-40.5%
+135.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.9% |
| 7D | -0.9% | -9.0% | +8.0% | +2.0% |
| 30D | -1.0% | -9.0% | +8.0% | +1.9% |
| 3M | +4.5% | -0.5% | +5.1% | +3.8% |
| 6M | +85.2% | -23.1% | +108.3% | +98.8% |
| YTD | +61.4% | -41.5% | +102.9% | +89.5% |
| 1Y | +94.9% | -42.2% | +137.1% | +129.0% |
| 3Y | 0.0% | -26.3% | +26.3% | +5.3% |
| 5Y | +11.2% | -65.2% | +76.4% | +53.6% |
| All | +95.2% | -40.5% | +135.7% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling