-65.6%
FIS vs CHD
+21.8%
-87.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.3% |
| 7D | -3.5% | -2.9% | -0.5% | -2.5% |
| 30D | -7.8% | -6.2% | -1.6% | -6.0% |
| 3M | +0.8% | +1.6% | -0.7% | +0.5% |
| 6M | -21.9% | -3.5% | -18.4% | -21.2% |
| YTD | -39.5% | +16.2% | -55.7% | -42.5% |
| 1Y | -41.0% | +3.4% | -44.4% | -41.9% |
| 3Y | -23.6% | +4.6% | -28.2% | -25.6% |
| 5Y | -65.6% | +21.1% | -86.8% | -69.5% |
| All | -65.6% | +21.8% | -87.4% | -69.5% |
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