-55.5%
FIS vs CF
+494.2%
-549.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | -27.4% | +4.8% | -32.1% | -27.9% |
| 30D | -16.8% | +9.7% | -26.5% | -18.2% |
| 3M | -32.6% | +1.2% | -33.9% | -32.9% |
| 6M | -33.4% | +7.4% | -40.8% | -34.7% |
| YTD | -56.0% | +60.5% | -116.6% | -61.0% |
| 1Y | -55.1% | +50.7% | -105.8% | -59.6% |
| 3Y | -41.4% | +64.8% | -106.2% | -49.4% |
| 5Y | -72.7% | +115.8% | -188.5% | -79.0% |
| 10Y | -55.5% | +481.0% | -536.5% | -73.2% |
| All | -55.5% | +494.2% | -549.6% | -73.2% |
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