-38.8%
FIS vs CFG
+191.5%
-230.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +4.0% |
| 7D | +2.8% | +3.2% | -0.4% | +2.0% |
| 30D | -16.7% | +5.1% | -21.8% | -18.1% |
| 3M | -32.3% | -11.2% | -21.0% | -30.1% |
| 6M | -29.1% | +9.6% | -38.6% | -31.1% |
| YTD | -54.1% | +15.0% | -69.1% | -56.2% |
| 1Y | -53.7% | +29.9% | -83.6% | -57.3% |
| 3Y | -38.8% | +192.1% | -230.9% | -58.4% |
| All | -38.8% | +191.5% | -230.4% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling