-54.5%
FIS vs CFG
+242.7%
-297.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -25.5% | -0.9% | -24.6% | -25.4% |
| 30D | -15.1% | +1.1% | -16.1% | -15.6% |
| 3M | -32.1% | -12.0% | -20.1% | -29.3% |
| 6M | -36.1% | -2.2% | -33.8% | -35.9% |
| YTD | -55.4% | +11.4% | -66.8% | -57.5% |
| 1Y | -53.9% | +27.8% | -81.7% | -58.1% |
| 3Y | -39.8% | +173.3% | -213.1% | -59.3% |
| 5Y | -71.1% | +62.4% | -133.5% | -77.1% |
| All | -54.5% | +242.7% | -297.2% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling