-55.5%
FIS vs CAG
-38.9%
-16.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -27.4% | +6.6% | -34.0% | -28.8% |
| 30D | -16.8% | +13.9% | -30.7% | -19.7% |
| 3M | -32.6% | +4.0% | -36.7% | -33.6% |
| 6M | -33.4% | +10.0% | -43.4% | -35.3% |
| YTD | -56.0% | -6.1% | -49.9% | -56.1% |
| 1Y | -55.1% | -4.3% | -50.8% | -55.3% |
| 3Y | -41.4% | -34.6% | -6.9% | -36.7% |
| 5Y | -72.7% | -39.4% | -33.2% | -70.0% |
| 10Y | -55.5% | -34.2% | -21.3% | -53.2% |
| All | -55.5% | -38.9% | -16.6% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling