-38.4%
FIS vs CF
+56.6%
-95.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.7% |
| 7D | -21.2% | +0.4% | -21.6% | -21.1% |
| 30D | -12.1% | +2.2% | -14.3% | -12.1% |
| 3M | -30.6% | +2.1% | -32.7% | -30.7% |
| 6M | -35.5% | -6.5% | -28.9% | -35.3% |
| YTD | -54.4% | +55.6% | -109.9% | -56.6% |
| 1Y | -52.9% | +42.3% | -95.2% | -54.7% |
| All | -38.4% | +56.6% | -95.0% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling