-51.1%
FIS vs CF
+35.9%
-87.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.4% | -19.3% | -23.5% |
| 7D | -18.4% | -6.9% | -11.5% | -18.3% |
| 30D | -11.4% | -3.7% | -7.6% | -11.2% |
| 3M | -32.0% | -5.0% | -27.0% | -31.8% |
| 6M | -35.6% | -10.5% | -25.1% | -35.5% |
| YTD | -53.8% | +46.5% | -100.3% | -51.6% |
| 1Y | -51.1% | +34.8% | -85.9% | -48.5% |
| All | -51.1% | +35.9% | -87.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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