-55.3%
FIS vs CSGP
+72.5%
-127.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.6% | -2.2% |
| 7D | -29.4% | -1.8% | -27.6% | -29.3% |
| 30D | -16.7% | +5.3% | -22.0% | -19.5% |
| 3M | -33.0% | +3.3% | -36.3% | -35.1% |
| 6M | -33.3% | -4.7% | -28.7% | -33.6% |
| YTD | -56.0% | -53.5% | -2.5% | -42.9% |
| 1Y | -54.6% | -53.7% | -0.8% | -41.0% |
| 3Y | -40.6% | -59.7% | +19.1% | -21.3% |
| 5Y | -71.9% | -62.5% | -9.5% | -63.1% |
| 10Y | -55.3% | +67.3% | -122.6% | -59.0% |
| All | -55.3% | +72.5% | -127.9% | -59.0% |
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