+4,872.3%
CNC vs FIS
+154.7%
+4,717.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.7% | +0.1% |
| 7D | +2.2% | +2.8% | -0.6% | +1.1% |
| 30D | +1.6% | -16.7% | +18.3% | +4.8% |
| 3M | +7.9% | -32.3% | +40.2% | +19.2% |
| 6M | +21.2% | -29.1% | +50.2% | +30.7% |
| YTD | +73.2% | -54.1% | +127.3% | +114.8% |
| 1Y | +97.5% | -53.7% | +151.2% | +144.1% |
| 3Y | -1.2% | -38.8% | +37.6% | +8.4% |
| 5Y | -6.1% | -71.1% | +65.0% | +27.5% |
| 10Y | +181.3% | -53.1% | +234.3% | +217.3% |
| All | +4,872.3% | +154.7% | +4,717.7% | +3,316.6% |
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