-71.4%
FIS vs CP
+24.4%
-95.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -25.5% | +2.8% | -28.2% | -26.5% |
| 30D | -15.1% | +10.2% | -25.3% | -18.3% |
| 3M | -32.1% | +2.4% | -34.5% | -33.0% |
| 6M | -36.1% | +7.7% | -43.7% | -38.2% |
| YTD | -55.4% | +26.0% | -81.4% | -59.8% |
| 1Y | -53.9% | +34.6% | -88.5% | -59.7% |
| 3Y | -39.8% | +26.7% | -66.4% | -47.4% |
| All | -71.4% | +24.4% | -95.7% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling