-18.5%
FIS vs CSGP
-61.9%
+43.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | +1.1% | -4.1% | +5.2% | +2.5% |
| 30D | -2.2% | +2.3% | -4.5% | -3.3% |
| 3M | +2.1% | -8.2% | +10.3% | +4.3% |
| 6M | -14.7% | -35.1% | +20.4% | -3.3% |
| YTD | -35.7% | -54.0% | +18.3% | -19.8% |
| 1Y | -37.1% | -65.3% | +28.2% | -15.4% |
| All | -18.5% | -61.9% | +43.4% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling