+135.9%
FIS vs CF
+5,277.9%
-5,142.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -2.5% |
| 7D | -21.2% | +0.4% | -21.6% | -21.1% |
| 30D | -12.1% | +2.2% | -14.3% | -12.3% |
| 3M | -30.6% | +2.1% | -32.7% | -31.0% |
| 6M | -35.5% | -6.5% | -28.9% | -35.0% |
| YTD | -54.4% | +55.6% | -109.9% | -59.2% |
| 1Y | -52.9% | +42.3% | -95.2% | -57.1% |
| 3Y | -38.7% | +55.7% | -94.4% | -46.2% |
| 5Y | -70.4% | +122.4% | -192.9% | -76.9% |
| 10Y | -52.8% | +568.5% | -621.3% | -72.6% |
| All | +135.9% | +5,277.9% | -5,142.1% | -21.7% |
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