-39.8%
FIS vs CP
+26.5%
-66.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -25.5% | +2.8% | -28.2% | -26.1% |
| 30D | -15.1% | +10.2% | -25.3% | -17.2% |
| 3M | -32.1% | +2.4% | -34.5% | -32.7% |
| 6M | -36.1% | +7.7% | -43.7% | -37.5% |
| YTD | -55.4% | +26.0% | -81.4% | -58.6% |
| 1Y | -53.9% | +34.6% | -88.5% | -58.2% |
| 3Y | -39.8% | +26.7% | -66.4% | -45.7% |
| All | -39.8% | +26.5% | -66.2% | -45.7% |
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 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