+230.6%
FIS vs CP
+3,208.6%
-2,978.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | -25.5% | +2.8% | -28.2% | -26.6% |
| 30D | -15.1% | +10.2% | -25.3% | -18.6% |
| 3M | -32.1% | +2.4% | -34.5% | -33.1% |
| 6M | -36.1% | +7.7% | -43.7% | -38.4% |
| YTD | -55.4% | +26.0% | -81.4% | -59.9% |
| 1Y | -53.9% | +34.6% | -88.5% | -59.7% |
| 3Y | -39.8% | +26.7% | -66.4% | -46.9% |
| 5Y | -71.1% | +24.9% | -96.0% | -74.7% |
| 10Y | -53.8% | +258.6% | -312.4% | -73.4% |
| All | +230.6% | +3,208.6% | -2,978.0% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling