-40.6%
FIS vs CAH
+294.8%
-335.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -7.9% | -5.1% | -2.8% | -6.6% |
| 30D | -8.0% | +0.2% | -8.1% | -8.0% |
| 3M | +0.6% | +6.3% | -5.7% | -1.1% |
| 6M | -22.2% | +9.4% | -31.6% | -24.3% |
| YTD | -40.8% | +15.0% | -55.7% | -43.4% |
| 1Y | -41.5% | +55.4% | -97.0% | -48.9% |
| 3Y | -25.5% | +173.8% | -199.3% | -45.7% |
| 5Y | -64.8% | +395.2% | -460.0% | -78.7% |
| All | -40.6% | +294.8% | -335.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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