-40.6%
FIS vs CAG
-34.3%
-6.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -29.4% | +4.6% | -34.0% | -30.1% |
| 30D | -16.7% | +14.7% | -31.4% | -19.4% |
| 3M | -33.0% | +2.4% | -35.3% | -33.4% |
| 6M | -33.3% | +10.7% | -44.0% | -35.0% |
| YTD | -56.0% | -5.5% | -50.5% | -56.4% |
| 1Y | -54.6% | -4.6% | -50.0% | -55.1% |
| 3Y | -40.6% | -34.4% | -6.2% | -34.1% |
| All | -40.6% | -34.3% | -6.3% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling