+41.0%
CVS vs FIS
-39.9%
+80.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -2.0% | -8.9% | +6.9% | +0.1% |
| 30D | +1.9% | -9.9% | +11.8% | +4.2% |
| 3M | -2.2% | 0.0% | -2.2% | -2.6% |
| 6M | +26.7% | -22.9% | +49.6% | +33.3% |
| YTD | +22.9% | -40.9% | +63.8% | +37.6% |
| 1Y | +32.9% | -40.4% | +73.3% | +48.3% |
| 3Y | +62.3% | -25.4% | +87.6% | +66.4% |
| 5Y | +34.2% | -64.8% | +99.1% | +68.2% |
| All | +41.0% | -39.9% | +80.8% | +50.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling