-71.4%
FIS vs CAPR
+142.6%
-214.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.3% |
| 7D | -25.5% | +41.1% | -66.5% | -25.6% |
| 30D | -15.1% | +11.1% | -26.2% | -15.1% |
| 3M | -32.1% | +115.3% | -147.4% | -32.5% |
| 6M | -36.1% | -73.8% | +37.8% | -35.8% |
| YTD | -55.4% | -68.8% | +13.4% | -55.3% |
| 1Y | -53.9% | +43.3% | -97.2% | -55.1% |
| 3Y | -39.8% | +214.7% | -254.4% | -47.9% |
| All | -71.4% | +142.6% | -214.0% | -76.0% |
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