-18.5%
FIS vs CP
+17.1%
-35.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +1.1% | -2.7% | +3.8% | +1.8% |
| 30D | -2.2% | +0.2% | -2.4% | -2.3% |
| 3M | +2.1% | +2.6% | -0.4% | +1.4% |
| 6M | -14.7% | +6.0% | -20.6% | -16.3% |
| YTD | -35.7% | +24.9% | -60.6% | -40.3% |
| 1Y | -37.1% | +20.1% | -57.2% | -40.8% |
| All | -18.5% | +17.1% | -35.6% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling