+238.2%
FIS vs CSGP
+1,184.6%
-946.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -21.2% | +13.9% | -35.1% | -24.5% |
| 30D | -12.1% | +16.0% | -28.1% | -16.9% |
| 3M | -30.6% | +6.1% | -36.7% | -32.8% |
| 6M | -35.5% | -8.2% | -27.3% | -34.8% |
| YTD | -54.4% | -52.3% | -2.0% | -44.3% |
| 1Y | -52.9% | -54.5% | +1.6% | -41.8% |
| 3Y | -38.7% | -58.6% | +19.9% | -23.6% |
| 5Y | -70.4% | -61.5% | -8.9% | -63.2% |
| 10Y | -52.8% | +74.7% | -127.4% | -61.8% |
| All | +238.2% | +1,184.6% | -946.4% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling