-55.3%
FIS vs CF
+546.3%
-601.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -29.4% | -0.9% | -28.5% | -29.2% |
| 30D | -16.7% | +6.9% | -23.7% | -17.7% |
| 3M | -33.0% | +4.8% | -37.8% | -33.7% |
| 6M | -33.3% | +4.7% | -38.0% | -34.3% |
| YTD | -56.0% | +56.5% | -112.5% | -60.7% |
| 1Y | -54.6% | +48.4% | -103.0% | -59.0% |
| 3Y | -40.6% | +59.1% | -99.8% | -48.4% |
| 5Y | -71.9% | +109.5% | -181.5% | -78.3% |
| 10Y | -55.3% | +487.0% | -542.3% | -73.0% |
| All | -55.3% | +546.3% | -601.6% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling