-37.4%
FIS vs CP
+220.9%
-258.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +1.1% | -2.7% | +3.8% | +2.3% |
| 30D | -2.2% | +0.2% | -2.4% | -2.4% |
| 3M | +2.1% | +2.6% | -0.4% | +0.6% |
| 6M | -14.7% | +6.0% | -20.6% | -17.8% |
| YTD | -35.7% | +24.9% | -60.6% | -43.1% |
| 1Y | -37.1% | +20.1% | -57.2% | -43.3% |
| 3Y | -20.0% | +16.4% | -36.4% | -28.6% |
| 5Y | -62.1% | +31.7% | -93.9% | -69.0% |
| All | -37.4% | +220.9% | -258.3% | -65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling