-5.6%
COST vs FIS
-41.2%
+35.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -1.2% | -9.0% | +7.8% | -0.2% |
| 30D | -4.7% | -9.0% | +4.3% | -3.8% |
| 3M | -7.1% | -0.5% | -6.6% | -6.8% |
| 6M | -8.5% | -23.1% | +14.6% | -6.7% |
| YTD | +5.4% | -41.5% | +46.8% | +12.8% |
| 1Y | -5.6% | -42.2% | +36.6% | +1.2% |
| All | -5.6% | -41.2% | +35.5% | +1.2% |
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