-41.0%
FIS vs CFG
+39.0%
-80.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.6% |
| 7D | -3.5% | +2.7% | -6.1% | -4.1% |
| 30D | -7.8% | -3.7% | -4.1% | -7.0% |
| 3M | +0.8% | +9.5% | -8.6% | -1.3% |
| 6M | -21.9% | +22.2% | -44.1% | -25.7% |
| YTD | -39.5% | +22.3% | -61.8% | -42.3% |
| 1Y | -41.0% | +39.4% | -80.4% | -46.3% |
| All | -41.0% | +39.0% | -80.0% | -46.3% |
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