-37.1%
FIS vs CAG
-13.1%
-24.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.1% | -3.8% | +4.9% | +1.9% |
| 30D | -2.2% | +3.1% | -5.3% | -2.9% |
| 3M | +2.1% | +23.5% | -21.3% | -0.8% |
| 6M | -14.7% | -14.8% | +0.2% | -16.6% |
| YTD | -35.7% | -5.4% | -30.3% | -38.2% |
| 1Y | -37.1% | -11.8% | -25.3% | -38.6% |
| All | -37.1% | -13.1% | -24.0% | -38.6% |
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