-69.3%
CPNG vs FIS
-70.0%
+0.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.1% | -7.9% | +6.8% | +1.5% |
| 30D | -7.4% | -8.0% | +0.6% | -5.0% |
| 3M | -12.3% | +0.6% | -12.9% | -13.2% |
| 6M | -19.4% | -22.2% | +2.8% | -13.3% |
| YTD | -35.9% | -40.8% | +4.9% | -24.6% |
| 1Y | -53.4% | -41.5% | -11.9% | -45.1% |
| 3Y | -20.0% | -25.5% | +5.5% | -15.6% |
| 5Y | -49.6% | -64.8% | +15.2% | -34.0% |
| All | -69.3% | -70.0% | +0.7% | -59.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling