-54.5%
FIS vs CSGP
+63.3%
-117.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.4% | -0.5% |
| 7D | -25.5% | +1.3% | -26.7% | -26.2% |
| 30D | -15.1% | +10.7% | -25.7% | -19.6% |
| 3M | -32.1% | +3.3% | -35.4% | -34.2% |
| 6M | -36.1% | -10.3% | -25.7% | -34.8% |
| YTD | -55.4% | -54.6% | -0.8% | -41.6% |
| 1Y | -53.9% | -54.6% | +0.8% | -39.6% |
| 3Y | -39.8% | -60.3% | +20.6% | -19.7% |
| 5Y | -71.1% | -63.3% | -7.8% | -61.7% |
| All | -54.5% | +63.3% | -117.8% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling