+241.9%
CORZ vs FIS
-48.9%
+290.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.6% | +3.4% |
| 7D | -11.2% | -25.5% | +14.2% | -10.0% |
| 30D | -26.2% | -15.1% | -11.2% | -25.2% |
| 3M | -44.1% | -32.1% | -12.0% | -43.2% |
| 6M | -52.3% | -36.1% | -16.2% | -51.0% |
| YTD | -19.2% | -55.4% | +36.2% | -8.6% |
| 1Y | -42.9% | -53.9% | +11.0% | -36.2% |
| All | +241.9% | -48.9% | +290.7% | +217.3% |
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