-38.4%
FIS vs CSGP
-58.5%
+20.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -21.2% | +13.9% | -35.1% | -24.8% |
| 30D | -12.1% | +16.0% | -28.1% | -17.4% |
| 3M | -30.6% | +6.1% | -36.7% | -33.0% |
| 6M | -35.5% | -8.2% | -27.3% | -34.9% |
| YTD | -54.4% | -52.3% | -2.0% | -44.6% |
| 1Y | -52.9% | -54.5% | +1.6% | -42.1% |
| All | -38.4% | -58.5% | +20.1% | -23.8% |
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