-51.1%
FIS vs CAI
+12.6%
-63.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.1% | -24.8% | -23.8% |
| 7D | -18.4% | -6.3% | -12.1% | -18.0% |
| 30D | -11.4% | +9.3% | -20.7% | -12.4% |
| 3M | -32.0% | +106.3% | -138.3% | -38.1% |
| 6M | -35.6% | +77.7% | -113.3% | -40.3% |
| YTD | -53.8% | +23.1% | -76.9% | -57.0% |
| 1Y | -51.1% | +6.5% | -57.6% | -54.5% |
| All | -51.1% | +12.6% | -63.6% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling