-72.3%
FIS vs CP
+27.5%
-99.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.4% |
| 7D | -3.5% | +0.9% | -4.4% | -3.8% |
| 30D | -19.4% | +10.3% | -29.8% | -22.5% |
| 3M | -31.6% | +2.3% | -33.8% | -32.4% |
| 6M | -32.5% | +10.7% | -43.2% | -35.5% |
| YTD | -56.0% | +29.3% | -85.3% | -60.7% |
| 1Y | -55.5% | +31.5% | -87.0% | -60.7% |
| 3Y | -41.3% | +36.7% | -78.0% | -50.5% |
| 5Y | -72.3% | +26.8% | -99.0% | -76.1% |
| All | -72.3% | +27.5% | -99.8% | -76.1% |
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