-72.7%
FIS vs CHD
+31.9%
-104.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -27.4% | +2.4% | -29.8% | -28.1% |
| 30D | -16.8% | +13.9% | -30.7% | -20.4% |
| 3M | -32.6% | +8.5% | -41.2% | -34.5% |
| 6M | -33.4% | +20.4% | -53.8% | -37.2% |
| YTD | -56.0% | +34.5% | -90.6% | -60.2% |
| 1Y | -55.1% | +33.8% | -88.8% | -59.3% |
| 3Y | -41.4% | +29.1% | -70.5% | -46.8% |
| 5Y | -72.7% | +31.2% | -103.9% | -76.2% |
| All | -72.7% | +31.9% | -104.6% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling