+231.7%
CTVA vs FIS
-59.9%
+291.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | +4.9% | +1.1% | +3.9% | +4.5% |
| 30D | +11.9% | -2.2% | +14.1% | +12.6% |
| 3M | +13.7% | +2.1% | +11.5% | +12.4% |
| 6M | +13.1% | -14.7% | +27.8% | +18.0% |
| YTD | +32.0% | -35.7% | +67.7% | +52.2% |
| 1Y | +22.1% | -37.1% | +59.1% | +41.5% |
| 3Y | +77.5% | -20.0% | +97.5% | +82.8% |
| 5Y | +106.3% | -62.1% | +168.4% | +185.1% |
| All | +231.7% | -59.9% | +291.5% | +266.0% |
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 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