-23.6%
FIS vs CHD
+4.0%
-27.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.3% |
| 7D | -3.5% | -2.9% | -0.5% | -2.7% |
| 30D | -7.8% | -6.2% | -1.6% | -6.2% |
| 3M | +0.8% | +1.6% | -0.7% | +0.6% |
| 6M | -21.9% | -3.5% | -18.4% | -21.3% |
| YTD | -39.5% | +16.2% | -55.7% | -42.0% |
| 1Y | -41.0% | +3.4% | -44.4% | -41.7% |
| 3Y | -23.6% | +4.6% | -28.2% | -23.1% |
| All | -23.6% | +4.0% | -27.6% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling