+131.2%
CTVA vs FIS
-72.5%
+203.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -6.1% | -18.2% | -22.3% |
| 7D | -23.7% | -3.5% | -20.2% | -22.4% |
| 30D | -31.2% | -19.4% | -11.8% | -27.4% |
| 3M | -18.7% | -31.6% | +12.8% | -9.5% |
| 6M | -25.5% | -32.5% | +7.0% | -17.0% |
| YTD | -8.0% | -56.0% | +48.0% | +18.3% |
| 1Y | -7.0% | -55.5% | +48.5% | +19.0% |
| 3Y | +45.2% | -41.3% | +86.5% | +62.4% |
| 5Y | +32.3% | -72.3% | +104.5% | +96.5% |
| All | +131.2% | -72.5% | +203.7% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling