-1.2%
CNC vs FIS
-38.7%
+37.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.7% | +1.3% |
| 7D | +2.2% | +2.8% | -0.6% | +2.1% |
| 30D | +1.6% | -16.7% | +18.3% | +0.5% |
| 3M | +7.9% | -32.3% | +40.2% | +10.2% |
| 6M | +21.2% | -29.1% | +50.2% | +22.4% |
| YTD | +73.2% | -54.1% | +127.3% | +90.2% |
| 1Y | +97.5% | -53.7% | +151.2% | +116.3% |
| 3Y | -1.2% | -38.8% | +37.6% | +12.3% |
| All | -1.2% | -38.7% | +37.5% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling