-51.1%
FIS vs CP
+35.2%
-86.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.5% | -27.2% | -23.5% |
| 7D | -18.4% | +5.6% | -24.0% | -18.4% |
| 30D | -11.4% | +10.0% | -21.4% | -11.7% |
| 3M | -32.0% | +4.4% | -36.4% | -31.9% |
| 6M | -35.6% | +14.1% | -49.7% | -35.7% |
| YTD | -53.8% | +29.1% | -82.8% | -55.1% |
| 1Y | -51.1% | +34.6% | -85.6% | -52.9% |
| All | -51.1% | +35.2% | -86.3% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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