+176.4%
CNC vs FIS
-53.2%
+229.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.7% | +0.3% |
| 7D | +2.2% | +2.8% | -0.6% | +1.3% |
| 30D | +1.6% | -16.7% | +18.3% | +4.0% |
| 3M | +7.9% | -32.3% | +40.2% | +17.8% |
| 6M | +21.2% | -29.1% | +50.2% | +29.3% |
| YTD | +73.2% | -54.1% | +127.3% | +111.9% |
| 1Y | +97.5% | -53.7% | +151.2% | +140.9% |
| 3Y | -1.2% | -38.8% | +37.6% | +6.6% |
| 5Y | -6.1% | -71.1% | +65.0% | +31.3% |
| All | +176.4% | -53.2% | +229.6% | +206.9% |
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 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