-54.5%
FIS vs CF
+561.7%
-616.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -25.5% | -3.2% | -22.3% | -24.9% |
| 30D | -15.1% | +4.3% | -19.4% | -15.6% |
| 3M | -32.1% | +2.8% | -34.9% | -32.6% |
| 6M | -36.1% | +0.6% | -36.7% | -36.5% |
| YTD | -55.4% | +56.6% | -112.0% | -60.2% |
| 1Y | -53.9% | +49.6% | -103.5% | -58.5% |
| 3Y | -39.8% | +61.5% | -101.2% | -47.7% |
| 5Y | -71.1% | +124.0% | -195.1% | -78.0% |
| All | -54.5% | +561.7% | -616.2% | -72.5% |
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 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