-69.2%
CPNG vs FIS
-76.7%
+7.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -1.7% |
| 7D | -6.8% | +2.8% | -9.6% | -7.5% |
| 30D | +5.5% | -16.7% | +22.2% | +7.7% |
| 3M | -6.8% | -32.3% | +25.5% | +1.6% |
| 6M | -4.8% | -29.1% | +24.2% | +1.4% |
| YTD | -35.6% | -54.1% | +18.5% | -21.0% |
| 1Y | -46.8% | -53.7% | +7.0% | -34.9% |
| 3Y | -0.8% | -38.8% | +38.1% | +7.3% |
| 5Y | -42.9% | -71.1% | +28.2% | -21.4% |
| All | -69.2% | -76.7% | +7.6% | -57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling