-51.1%
FIS vs CFG
+34.2%
-85.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.4% | -26.0% | -24.1% |
| 7D | -18.4% | +1.8% | -20.2% | -18.8% |
| 30D | -11.4% | +3.3% | -14.7% | -12.2% |
| 3M | -32.0% | -9.8% | -22.1% | -30.2% |
| 6M | -35.6% | +5.2% | -40.8% | -36.2% |
| YTD | -53.8% | +16.1% | -69.9% | -55.2% |
| 1Y | -51.1% | +33.7% | -84.7% | -54.5% |
| All | -51.1% | +34.2% | -85.3% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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