+281.7%
CORZ vs FIS
-49.6%
+331.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -7.8% | -27.4% | +19.6% | -6.5% |
| 30D | -14.8% | -16.8% | +2.0% | -13.5% |
| 3M | -32.5% | -32.6% | +0.2% | -31.3% |
| 6M | -42.7% | -33.4% | -9.3% | -41.7% |
| YTD | -9.8% | -56.0% | +46.2% | +2.1% |
| 1Y | -31.9% | -55.1% | +23.2% | -23.6% |
| All | +281.7% | -49.6% | +331.3% | +254.5% |
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