+11.8%
CRM vs FIS
-25.5%
+37.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -7.9% | +3.5% | -0.5% |
| 30D | +28.1% | -8.0% | +36.1% | +33.4% |
| 3M | +48.8% | +0.6% | +48.2% | +48.7% |
| 6M | +28.3% | -22.2% | +50.5% | +43.2% |
| YTD | -6.0% | -40.8% | +34.8% | +16.4% |
| 1Y | +1.4% | -41.5% | +43.0% | +25.9% |
| 3Y | +11.8% | -25.5% | +37.3% | +20.6% |
| All | +11.8% | -25.5% | +37.3% | +20.6% |
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