-51.1%
FIS vs CSGP
-53.2%
+2.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.0% | -27.7% | -25.0% |
| 7D | -18.4% | +18.3% | -36.7% | -23.6% |
| 30D | -11.4% | +17.8% | -29.2% | -18.0% |
| 3M | -32.0% | +9.3% | -41.2% | -35.5% |
| 6M | -35.6% | -7.9% | -27.7% | -34.9% |
| YTD | -53.8% | -51.5% | -2.2% | -42.6% |
| 1Y | -51.1% | -53.3% | +2.2% | -38.4% |
| All | -51.1% | -53.2% | +2.1% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling