-66.1%
FIS vs CRS
+1,446.1%
-1,512.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -9.1% | -0.5% | -8.5% | -9.0% |
| 30D | -10.4% | -18.1% | +7.7% | -8.1% |
| 3M | -3.7% | -12.4% | +8.7% | -2.7% |
| 6M | -24.8% | +15.9% | -40.7% | -27.5% |
| YTD | -41.6% | +45.8% | -87.4% | -46.1% |
| 1Y | -42.7% | +87.8% | -130.5% | -50.0% |
| 3Y | -26.2% | +648.7% | -674.9% | -54.8% |
| 5Y | -66.1% | +1,416.6% | -1,482.8% | -83.7% |
| All | -66.1% | +1,446.1% | -1,512.2% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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