+105.1%
CTVA vs FIS
-66.7%
+171.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.6% |
| 7D | -5.8% | -9.1% | +3.3% | -4.0% |
| 30D | +11.1% | -10.4% | +21.5% | +13.5% |
| 3M | +13.2% | -3.7% | +16.9% | +13.9% |
| 6M | +8.7% | -24.8% | +33.5% | +14.6% |
| YTD | +27.3% | -41.6% | +68.8% | +41.9% |
| 1Y | +18.0% | -42.7% | +60.7% | +32.0% |
| 3Y | +76.5% | -26.2% | +102.7% | +84.6% |
| 5Y | +105.1% | -66.1% | +171.2% | +158.5% |
| All | +105.1% | -66.7% | +171.8% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling