+216.7%
CTVA vs FIS
-63.0%
+279.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -4.5% | -7.9% | +3.4% | -1.8% |
| 30D | +11.3% | -8.0% | +19.3% | +14.3% |
| 3M | +12.3% | +0.6% | +11.7% | +11.6% |
| 6M | +7.2% | -22.2% | +29.4% | +15.4% |
| YTD | +26.0% | -40.8% | +66.8% | +49.4% |
| 1Y | +16.0% | -41.5% | +57.5% | +37.8% |
| 3Y | +73.9% | -25.5% | +99.4% | +83.3% |
| 5Y | +103.8% | -64.8% | +168.6% | +188.1% |
| All | +216.7% | -63.0% | +279.8% | +259.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling