-64.8%
FIS vs CAH
+392.8%
-457.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.6% |
| 7D | -8.9% | -5.1% | -3.8% | -7.8% |
| 30D | -9.9% | -1.8% | -8.2% | -9.5% |
| 3M | 0.0% | +9.4% | -9.4% | -2.1% |
| 6M | -22.9% | +9.2% | -32.1% | -24.6% |
| YTD | -40.9% | +15.7% | -56.5% | -43.3% |
| 1Y | -40.4% | +59.7% | -100.2% | -48.1% |
| 3Y | -25.4% | +178.5% | -203.8% | -47.7% |
| 5Y | -64.8% | +398.3% | -463.1% | -81.9% |
| All | -64.8% | +392.8% | -457.7% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling