-23.6%
FIS vs CAH
+184.7%
-208.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.6% |
| 7D | -3.5% | +0.5% | -3.9% | -3.5% |
| 30D | -7.8% | +1.7% | -9.6% | -8.0% |
| 3M | +0.8% | +17.9% | -17.0% | -0.9% |
| 6M | -21.9% | +10.9% | -32.8% | -22.8% |
| YTD | -39.5% | +17.9% | -57.4% | -40.7% |
| 1Y | -41.0% | +61.7% | -102.7% | -45.1% |
| 3Y | -23.6% | +183.7% | -207.4% | -37.4% |
| All | -23.6% | +184.7% | -208.3% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling