-46.9%
CPNG vs FIS
-50.5%
+3.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -23.7% | +35.6% | +11.6% |
| 7D | +20.8% | -18.4% | +39.3% | +18.5% |
| 30D | +20.1% | -11.4% | +31.4% | +15.4% |
| 3M | +1.6% | -32.0% | +33.6% | +3.6% |
| 6M | -15.8% | -35.6% | +19.8% | -13.7% |
| YTD | -27.7% | -53.8% | +26.1% | -24.4% |
| 1Y | -46.9% | -51.1% | +4.1% | -44.1% |
| All | -46.9% | -50.5% | +3.6% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling