+7.1%
CRM vs FIS
-37.2%
+44.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.3% |
| 7D | +1.3% | +1.1% | +0.2% | +0.5% |
| 30D | +34.3% | -2.2% | +36.5% | +36.2% |
| 3M | +37.7% | +2.1% | +35.6% | +35.3% |
| 6M | +34.9% | -14.7% | +49.6% | +47.8% |
| YTD | -1.6% | -35.7% | +34.1% | +24.6% |
| 1Y | +7.1% | -37.1% | +44.2% | +37.4% |
| All | +7.1% | -37.2% | +44.4% | +37.4% |
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 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