+376.5%
FIS vs CAG
+151.6%
+224.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +1.1% | -3.8% | +4.9% | +2.3% |
| 30D | -2.2% | +3.1% | -5.3% | -3.3% |
| 3M | +2.1% | +23.5% | -21.3% | -4.7% |
| 6M | -14.7% | -14.8% | +0.2% | -10.7% |
| YTD | -35.7% | -5.4% | -30.3% | -35.4% |
| 1Y | -37.1% | -11.8% | -25.3% | -35.4% |
| 3Y | -20.0% | -36.7% | +16.6% | -9.7% |
| 5Y | -62.1% | -40.3% | -21.9% | -56.8% |
| 10Y | -37.4% | -37.0% | -0.4% | -34.2% |
| All | +376.5% | +151.6% | +224.9% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling