-62.2%
FIS vs CSGP
-64.7%
+2.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | 0.0% |
| 7D | +1.1% | -4.1% | +5.2% | +2.6% |
| 30D | -2.2% | +2.3% | -4.5% | -3.4% |
| 3M | +2.1% | -8.2% | +10.3% | +4.6% |
| 6M | -14.7% | -35.1% | +20.4% | -1.4% |
| YTD | -35.7% | -54.0% | +18.3% | -16.8% |
| 1Y | -37.1% | -65.3% | +28.2% | -10.5% |
| 3Y | -20.0% | -62.6% | +42.6% | +7.6% |
| All | -62.2% | -64.7% | +2.5% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling