+376.5%
FIS vs CMS
+394.3%
-17.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -2.2% | -3.6% | +1.4% | -1.0% |
| 3M | +2.1% | -1.9% | +4.1% | +2.7% |
| 6M | -14.7% | -11.0% | -3.7% | -11.5% |
| YTD | -35.7% | +0.2% | -35.9% | -36.1% |
| 1Y | -37.1% | -1.3% | -35.7% | -37.2% |
| 3Y | -20.0% | +35.9% | -55.9% | -28.9% |
| 5Y | -62.1% | +23.1% | -85.2% | -65.5% |
| 10Y | -37.4% | +117.9% | -155.3% | -52.9% |
| All | +376.5% | +394.3% | -17.8% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling