-55.3%
FIS vs CMS
+127.7%
-183.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -29.4% | -0.9% | -28.5% | -29.2% |
| 30D | -16.7% | +7.1% | -23.8% | -19.4% |
| 3M | -33.0% | -1.3% | -31.7% | -32.7% |
| 6M | -33.3% | -2.7% | -30.7% | -32.8% |
| YTD | -56.0% | +2.6% | -58.6% | -57.0% |
| 1Y | -54.6% | -2.0% | -52.6% | -54.7% |
| 3Y | -40.6% | +39.6% | -80.3% | -50.5% |
| 5Y | -71.9% | +35.3% | -107.3% | -76.7% |
| 10Y | -55.3% | +132.3% | -187.7% | -67.3% |
| All | -55.3% | +127.7% | -183.0% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling