+78.4%
CTVA vs FIS
-70.7%
+149.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -7.0% | -1.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | -8.7% | -11.8% | +3.1% | -7.8% |
| 3M | +6.4% | -28.5% | +34.9% | +11.9% |
| 6M | -1.9% | -27.0% | +25.2% | +2.6% |
| YTD | +21.5% | -53.1% | +74.6% | +39.1% |
| 1Y | +24.3% | -52.8% | +77.0% | +41.9% |
| 3Y | +91.8% | -37.5% | +129.3% | +104.2% |
| 5Y | +78.4% | -71.1% | +149.5% | +121.0% |
| All | +78.4% | -70.7% | +149.2% | +121.0% |
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