-4.2%
CTVA vs FIS
-53.6%
+49.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | +2.2% |
| 7D | -20.8% | +2.8% | -23.6% | -20.5% |
| 30D | -29.6% | -16.7% | -12.9% | -29.6% |
| 3M | -16.9% | -32.3% | +15.4% | -16.7% |
| 6M | -24.3% | -29.1% | +4.8% | -23.8% |
| YTD | -5.6% | -54.1% | +48.5% | -2.9% |
| 1Y | -4.2% | -53.7% | +49.5% | -1.5% |
| All | -4.2% | -53.6% | +49.4% | -1.5% |
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