-54.5%
FIS vs CMS
+125.4%
-179.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.3% |
| 7D | -25.5% | -1.3% | -24.2% | -25.2% |
| 30D | -15.1% | +6.3% | -21.4% | -17.5% |
| 3M | -32.1% | -2.1% | -30.1% | -31.6% |
| 6M | -36.1% | -5.1% | -31.0% | -34.8% |
| YTD | -55.4% | +1.3% | -56.6% | -56.1% |
| 1Y | -53.9% | -1.4% | -52.5% | -54.1% |
| 3Y | -39.8% | +36.9% | -76.7% | -49.2% |
| 5Y | -71.1% | +32.5% | -103.6% | -75.8% |
| All | -54.5% | +125.4% | -179.9% | -66.0% |
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