-55.1%
FIS vs CMS
-0.8%
-54.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -27.4% | +0.5% | -27.9% | -27.4% |
| 30D | -16.8% | +7.4% | -24.3% | -16.9% |
| 3M | -32.6% | +1.9% | -34.5% | -32.9% |
| 6M | -33.4% | -2.3% | -31.1% | -33.4% |
| YTD | -56.0% | +3.0% | -59.0% | -55.1% |
| 1Y | -55.1% | -2.8% | -52.3% | -53.6% |
| All | -55.1% | -0.8% | -54.3% | -53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling