+242.4%
FIS vs CSGP
+1,205.8%
-963.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.0% | -27.7% | -24.9% |
| 7D | -18.4% | +18.3% | -36.7% | -22.8% |
| 30D | -11.4% | +17.8% | -29.2% | -16.6% |
| 3M | -32.0% | +9.3% | -41.2% | -34.7% |
| 6M | -35.6% | -7.9% | -27.7% | -35.0% |
| YTD | -53.8% | -51.5% | -2.2% | -43.9% |
| 1Y | -51.1% | -53.3% | +2.2% | -40.0% |
| 3Y | -37.9% | -57.9% | +20.0% | -23.0% |
| 5Y | -69.6% | -61.3% | -8.2% | -62.2% |
| 10Y | -52.2% | +77.5% | -129.7% | -61.5% |
| All | +242.4% | +1,205.8% | -963.4% | +61.8% |
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 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