-51.1%
FIS vs CAI
-11.0%
-40.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.1% |
| 7D | -9.1% | -3.1% | -6.0% | -8.7% |
| 30D | -10.4% | +2.7% | -13.1% | -10.9% |
| 3M | -3.7% | +41.7% | -45.4% | -8.2% |
| 6M | -24.8% | +26.5% | -51.2% | -27.5% |
| YTD | -41.6% | -10.9% | -30.6% | -42.5% |
| 1Y | -42.7% | -29.2% | -13.5% | -42.9% |
| All | -51.1% | -11.0% | -40.1% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling