-55.5%
FIS vs CG
+308.6%
-364.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -27.4% | +2.0% | -29.3% | -28.4% |
| 30D | -16.8% | +8.5% | -25.4% | -19.8% |
| 3M | -32.6% | -12.1% | -20.5% | -30.1% |
| 6M | -33.4% | -16.4% | -17.0% | -30.1% |
| YTD | -56.0% | -28.0% | -28.1% | -51.7% |
| 1Y | -55.1% | -18.9% | -36.2% | -52.8% |
| 3Y | -41.4% | +51.2% | -92.7% | -54.0% |
| 5Y | -72.7% | -15.9% | -56.8% | -74.3% |
| 10Y | -55.5% | +305.9% | -361.4% | -72.7% |
| All | -55.5% | +308.6% | -364.1% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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