-53.7%
FIS vs CHD
+33.5%
-87.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.8% |
| 7D | +2.8% | +3.6% | -0.8% | +1.8% |
| 30D | -16.7% | +10.4% | -27.1% | -19.4% |
| 3M | -32.3% | +12.2% | -44.5% | -34.9% |
| 6M | -29.1% | +19.9% | -49.0% | -32.6% |
| YTD | -54.1% | +36.4% | -90.5% | -58.1% |
| 1Y | -53.7% | +35.1% | -88.8% | -57.6% |
| All | -53.7% | +33.5% | -87.2% | -57.6% |
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