-52.8%
FIS vs CP
+32.8%
-85.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | -11.8% | +9.6% | -21.5% | -12.2% |
| 3M | -28.5% | +2.2% | -30.8% | -28.4% |
| 6M | -27.0% | +11.1% | -38.1% | -27.0% |
| YTD | -53.1% | +28.2% | -81.3% | -54.6% |
| 1Y | -52.8% | +32.2% | -84.9% | -54.8% |
| All | -52.8% | +32.8% | -85.6% | -54.8% |
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