-61.7%
FIS vs CAI
-14.7%
-47.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +4.5% |
| 7D | +2.8% | -8.7% | +11.5% | +3.6% |
| 30D | -16.7% | -23.8% | +7.1% | -15.3% |
| 3M | -32.3% | +3.9% | -36.2% | -33.7% |
| 6M | -29.1% | +56.8% | -85.9% | -34.6% |
| YTD | -54.1% | -14.6% | -39.5% | -55.4% |
| 1Y | -53.7% | -5.2% | -48.5% | -55.3% |
| All | -61.7% | -14.7% | -47.0% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling