+94.9%
CNC vs FIS
-41.2%
+136.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.6% |
| 7D | -0.9% | -9.0% | +8.0% | -0.3% |
| 30D | -1.0% | -9.0% | +8.0% | -0.4% |
| 3M | +4.5% | -0.5% | +5.1% | +3.8% |
| 6M | +85.2% | -23.1% | +108.3% | +86.9% |
| YTD | +61.4% | -41.5% | +102.9% | +66.0% |
| 1Y | +94.9% | -42.2% | +137.1% | +106.0% |
| All | +94.9% | -41.2% | +136.0% | +106.0% |
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