+318.0%
CORZ vs FIS
-49.5%
+367.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | -0.9% |
| 7D | +26.4% | -3.5% | +29.9% | +26.6% |
| 30D | -6.8% | -19.4% | +12.6% | -5.4% |
| 3M | -31.1% | -31.6% | +0.5% | -30.0% |
| 6M | -36.9% | -32.5% | -4.4% | -36.0% |
| YTD | -1.2% | -56.0% | +54.7% | +11.8% |
| 1Y | -12.5% | -55.5% | +43.0% | -1.3% |
| All | +318.0% | -49.5% | +367.6% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling