+78.9%
CTVA vs FIS
-22.6%
+101.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.0% |
| 7D | -2.1% | -3.5% | +1.4% | -1.4% |
| 30D | +12.0% | -7.8% | +19.9% | +13.8% |
| 3M | +13.5% | +0.8% | +12.6% | +13.3% |
| 6M | +12.1% | -21.9% | +34.0% | +17.8% |
| YTD | +29.0% | -39.5% | +68.5% | +45.5% |
| 1Y | +18.9% | -41.0% | +59.8% | +34.9% |
| 3Y | +78.9% | -23.6% | +102.5% | +72.4% |
| All | +78.9% | -22.6% | +101.5% | +72.4% |
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 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