-55.7%
FIS vs CF
+50.2%
-105.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | -27.4% | +4.8% | -32.1% | -27.5% |
| 30D | -16.8% | +9.7% | -26.5% | -16.8% |
| 3M | -32.6% | +1.2% | -33.9% | -32.7% |
| 6M | -33.4% | +7.4% | -40.8% | -33.2% |
| YTD | -56.0% | +60.5% | -116.6% | -53.7% |
| All | -55.7% | +50.2% | -105.9% | -53.6% |
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