+63.6%
CVS vs FIS
-22.6%
+86.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.3% |
| 7D | -1.6% | -3.5% | +1.9% | -1.4% |
| 30D | +0.4% | -7.8% | +8.2% | +0.9% |
| 3M | -0.4% | +0.8% | -1.3% | -0.5% |
| 6M | +25.1% | -21.9% | +47.0% | +27.3% |
| YTD | +23.9% | -39.5% | +63.4% | +30.1% |
| 1Y | +41.1% | -41.0% | +82.1% | +48.5% |
| 3Y | +63.6% | -23.6% | +87.2% | +57.2% |
| All | +63.6% | -22.6% | +86.2% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling