-55.1%
FIS vs CSGP
-55.1%
0.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.9% |
| 7D | -27.4% | -3.2% | -24.2% | -27.0% |
| 30D | -16.8% | +2.2% | -19.1% | -18.9% |
| 3M | -32.6% | -3.7% | -29.0% | -33.0% |
| 6M | -33.4% | -7.4% | -26.0% | -33.3% |
| YTD | -56.0% | -54.9% | -1.2% | -44.0% |
| 1Y | -55.1% | -54.9% | -0.2% | -42.9% |
| All | -55.1% | -55.1% | 0.0% | -42.9% |
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 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