-55.3%
FIS vs CP
+261.0%
-316.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.3% |
| 7D | -29.4% | +2.8% | -32.2% | -30.7% |
| 30D | -16.7% | +11.3% | -28.1% | -21.3% |
| 3M | -33.0% | +2.9% | -35.8% | -34.3% |
| 6M | -33.3% | +9.8% | -43.1% | -36.9% |
| YTD | -56.0% | +28.5% | -84.5% | -61.9% |
| 1Y | -54.6% | +33.5% | -88.1% | -61.4% |
| 3Y | -40.6% | +31.9% | -72.6% | -50.7% |
| 5Y | -71.9% | +25.5% | -97.4% | -76.5% |
| 10Y | -55.3% | +257.6% | -312.9% | -76.4% |
| All | -55.3% | +261.0% | -316.3% | -76.4% |
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