-71.9%
FIS vs CAG
-38.8%
-33.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -29.4% | +4.6% | -34.0% | -30.4% |
| 30D | -16.7% | +14.7% | -31.4% | -20.0% |
| 3M | -33.0% | +2.4% | -35.3% | -33.6% |
| 6M | -33.3% | +10.7% | -44.0% | -35.4% |
| YTD | -56.0% | -5.5% | -50.5% | -56.2% |
| 1Y | -54.6% | -4.6% | -50.0% | -55.0% |
| 3Y | -40.6% | -34.4% | -6.2% | -35.1% |
| 5Y | -71.9% | -39.2% | -32.8% | -69.0% |
| All | -71.9% | -38.8% | -33.2% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling