+420.1%
CORZ vs FIS
-26.3%
+446.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | +8.4% | +1.1% | +7.3% | +8.3% |
| 30D | -17.8% | -2.2% | -15.6% | -17.8% |
| 3M | -35.9% | +2.1% | -38.0% | -36.4% |
| 6M | +12.9% | -14.7% | +27.6% | +16.0% |
| YTD | +22.9% | -35.7% | +58.6% | +36.9% |
| 1Y | +31.4% | -37.1% | +68.4% | +46.7% |
| All | +420.1% | -26.3% | +446.4% | +375.4% |
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 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