-51.1%
FIS vs CHD
+30.9%
-82.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.6% | -26.3% | -24.3% |
| 7D | -18.4% | +6.9% | -25.4% | -20.3% |
| 30D | -11.4% | +17.1% | -28.5% | -15.7% |
| 3M | -32.0% | +9.1% | -41.1% | -34.1% |
| 6M | -35.6% | +21.4% | -57.0% | -38.6% |
| YTD | -53.8% | +34.9% | -88.7% | -57.2% |
| 1Y | -51.1% | +31.0% | -82.1% | -54.3% |
| All | -51.1% | +30.9% | -82.0% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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