-52.4%
FIS vs CP
+257.3%
-309.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +2.8% | +2.1% | +0.7% | +1.8% |
| 30D | -16.7% | +9.3% | -26.0% | -20.6% |
| 3M | -32.3% | +0.5% | -32.8% | -32.9% |
| 6M | -29.1% | +10.4% | -39.5% | -33.0% |
| YTD | -54.1% | +28.7% | -82.8% | -60.3% |
| 1Y | -53.7% | +33.2% | -86.9% | -60.6% |
| 3Y | -38.8% | +38.4% | -77.3% | -50.5% |
| 5Y | -71.1% | +26.2% | -97.3% | -75.9% |
| All | -52.4% | +257.3% | -309.7% | -74.7% |
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