-41.3%
CORZ vs FIS
-50.5%
+9.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -23.7% | +13.3% | -15.0% |
| 7D | -14.9% | -18.4% | +3.5% | -16.5% |
| 30D | -23.1% | -11.4% | -11.8% | -21.7% |
| 3M | -44.1% | -32.0% | -12.1% | -49.1% |
| 6M | -39.5% | -35.6% | -3.9% | -43.5% |
| YTD | -12.4% | -53.8% | +41.4% | -26.8% |
| 1Y | -41.3% | -51.1% | +9.8% | -48.4% |
| All | -41.3% | -50.5% | +9.2% | -48.4% |
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