-51.1%
FIS vs CAG
-6.8%
-44.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.0% | -29.6% | -24.2% |
| 7D | -18.4% | +9.7% | -28.1% | -19.6% |
| 30D | -11.4% | +15.8% | -27.1% | -13.4% |
| 3M | -32.0% | +1.8% | -33.8% | -32.0% |
| 6M | -35.6% | +11.5% | -47.1% | -36.5% |
| YTD | -53.8% | -6.7% | -47.1% | -55.9% |
| 1Y | -51.1% | -5.6% | -45.4% | -53.5% |
| All | -51.1% | -6.8% | -44.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling