-40.2%
FIS vs CG
+345.5%
-385.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.1% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | -7.8% | -3.2% | -4.7% | -6.8% |
| 3M | +0.8% | +6.2% | -5.4% | -1.7% |
| 6M | -21.9% | -4.7% | -17.2% | -21.3% |
| YTD | -39.5% | -20.6% | -18.9% | -35.2% |
| 1Y | -41.0% | -26.4% | -14.6% | -35.6% |
| 3Y | -23.6% | +55.4% | -79.0% | -39.9% |
| 5Y | -65.6% | +9.8% | -75.4% | -70.5% |
| 10Y | -40.2% | +341.4% | -381.6% | -65.2% |
| All | -40.2% | +345.5% | -385.7% | -65.2% |
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