+4,577.2%
CNC vs FIS
+257.0%
+4,320.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +3.5% | +1.1% | +2.5% | +3.2% |
| 30D | +0.1% | -2.2% | +2.3% | +0.7% |
| 3M | +6.9% | +2.1% | +4.8% | +5.3% |
| 6M | +49.0% | -14.7% | +63.7% | +55.1% |
| YTD | +62.9% | -35.7% | +98.6% | +86.1% |
| 1Y | +134.0% | -37.1% | +171.1% | +168.4% |
| 3Y | +9.4% | -20.0% | +29.4% | +12.9% |
| 5Y | +4.1% | -62.1% | +66.3% | +33.5% |
| 10Y | +95.4% | -37.4% | +132.8% | +106.6% |
| All | +4,577.2% | +257.0% | +4,320.2% | +2,861.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling