-65.6%
FIS vs CAG
-40.6%
-25.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | -3.5% | -5.3% | +1.8% | -2.0% |
| 30D | -7.8% | +1.0% | -8.8% | -8.1% |
| 3M | +0.8% | +17.4% | -16.5% | -3.4% |
| 6M | -21.9% | -16.8% | -5.1% | -18.6% |
| YTD | -39.5% | -6.8% | -32.7% | -39.3% |
| 1Y | -41.0% | -15.4% | -25.6% | -39.1% |
| 3Y | -23.6% | -37.1% | +13.5% | -14.9% |
| 5Y | -65.6% | -41.3% | -24.4% | -61.5% |
| All | -65.6% | -40.6% | -25.0% | -61.5% |
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 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