-72.3%
FIS vs CAPR
+192.6%
-264.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.7% | +2.6% | -6.1% |
| 7D | -3.5% | +19.1% | -22.6% | -3.6% |
| 30D | -19.4% | +48.8% | -68.3% | -19.6% |
| 3M | -31.6% | +144.4% | -176.0% | -32.0% |
| 6M | -32.5% | -67.5% | +35.0% | -32.3% |
| YTD | -56.0% | -64.5% | +8.6% | -55.9% |
| 1Y | -55.5% | +74.4% | -130.0% | -56.8% |
| 3Y | -41.3% | +265.7% | -307.0% | -49.4% |
| 5Y | -72.3% | +196.0% | -268.2% | -77.0% |
| All | -72.3% | +192.6% | -264.8% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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