+232.3%
FIS vs CF
+5,948.3%
-5,716.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | +1.1% | +6.0% | -4.9% | -0.1% |
| 30D | -2.2% | +14.8% | -17.1% | -5.1% |
| 3M | +2.1% | +14.1% | -11.9% | -0.9% |
| 6M | -14.7% | +28.5% | -43.2% | -20.2% |
| YTD | -35.7% | +74.9% | -110.6% | -43.8% |
| 1Y | -37.1% | +61.7% | -98.7% | -44.2% |
| 3Y | -20.0% | +80.3% | -100.3% | -32.0% |
| 5Y | -62.1% | +226.0% | -288.1% | -72.8% |
| 10Y | -37.4% | +569.9% | -607.2% | -63.8% |
| All | +232.3% | +5,948.3% | -5,716.0% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling