-55.1%
FIS vs CG
-19.2%
-35.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -27.4% | +2.0% | -29.3% | -28.0% |
| 30D | -16.8% | +8.5% | -25.4% | -19.3% |
| 3M | -32.6% | -12.1% | -20.5% | -30.2% |
| 6M | -33.4% | -16.4% | -17.0% | -30.0% |
| YTD | -56.0% | -28.0% | -28.1% | -50.4% |
| 1Y | -55.1% | -18.9% | -36.2% | -50.4% |
| All | -55.1% | -19.2% | -35.9% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling