+5,676.4%
CRM vs FIS
+168.5%
+5,507.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | 0.0% |
| 7D | -5.0% | -9.1% | +4.1% | +0.5% |
| 30D | +23.6% | -10.4% | +34.1% | +31.8% |
| 3M | +39.6% | -3.7% | +43.3% | +42.5% |
| 6M | +23.4% | -24.8% | +48.2% | +45.3% |
| YTD | -7.4% | -41.6% | +34.2% | +26.4% |
| 1Y | -2.3% | -42.7% | +40.4% | +34.3% |
| 3Y | +10.5% | -26.2% | +36.7% | +25.7% |
| 5Y | -4.7% | -66.1% | +61.4% | +62.1% |
| 10Y | +234.7% | -40.9% | +275.6% | +281.0% |
| All | +5,676.4% | +168.5% | +5,507.9% | +2,447.2% |
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 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