-3.6%
COST vs FIS
-37.2%
+33.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -2.8% | -2.2% | -0.6% | -2.6% |
| 3M | -5.7% | +2.1% | -7.8% | -5.9% |
| 6M | -8.8% | -14.7% | +5.9% | -7.6% |
| YTD | +6.7% | -35.7% | +42.4% | +14.1% |
| 1Y | -3.6% | -37.1% | +33.4% | +3.8% |
| All | -3.6% | -37.2% | +33.6% | +3.8% |
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