-55.0%
FIS vs CP
+33.1%
-88.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.3% |
| 7D | -29.4% | +2.8% | -32.2% | -29.2% |
| 30D | -16.7% | +11.3% | -28.1% | -17.1% |
| 3M | -33.0% | +2.9% | -35.8% | -32.9% |
| 6M | -33.3% | +9.8% | -43.1% | -33.3% |
| YTD | -56.0% | +28.5% | -84.5% | -57.5% |
| All | -55.0% | +33.1% | -88.1% | -57.0% |
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