+137.3%
CTVA vs FIS
-71.4%
+208.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | +1.2% |
| 7D | -20.8% | +2.8% | -23.6% | -21.1% |
| 30D | -29.6% | -16.7% | -12.9% | -26.5% |
| 3M | -16.9% | -32.3% | +15.4% | -7.0% |
| 6M | -24.3% | -29.1% | +4.8% | -17.0% |
| YTD | -5.6% | -54.1% | +48.5% | +19.7% |
| 1Y | -4.2% | -53.7% | +49.5% | +21.0% |
| 3Y | +43.3% | -38.8% | +82.1% | +58.1% |
| 5Y | +35.7% | -71.1% | +106.8% | +99.0% |
| All | +137.3% | -71.4% | +208.6% | +188.0% |
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