+31.8%
CVS vs FIS
-66.7%
+98.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | -1.9% | -9.1% | +7.2% | -1.0% |
| 30D | -0.3% | -10.4% | +10.1% | +0.8% |
| 3M | -1.1% | -3.7% | +2.6% | -0.9% |
| 6M | +23.7% | -24.8% | +48.5% | +27.1% |
| YTD | +23.0% | -41.6% | +64.6% | +30.3% |
| 1Y | +37.2% | -42.7% | +79.9% | +45.6% |
| 3Y | +62.4% | -26.2% | +88.7% | +64.9% |
| 5Y | +31.8% | -66.1% | +97.9% | +50.5% |
| All | +31.8% | -66.7% | +98.6% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling