-69.3%
CPNG vs FIS
-70.3%
+1.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | -1.1% | -9.0% | +7.8% | +1.9% |
| 30D | -7.4% | -9.0% | +1.7% | -4.6% |
| 3M | -12.3% | -0.5% | -11.8% | -12.9% |
| 6M | -19.4% | -23.1% | +3.6% | -13.0% |
| YTD | -35.9% | -41.5% | +5.6% | -24.4% |
| 1Y | -53.4% | -42.2% | -11.2% | -44.9% |
| 3Y | -20.0% | -26.3% | +6.3% | -15.3% |
| 5Y | -49.6% | -65.2% | +15.6% | -33.7% |
| All | -69.3% | -70.3% | +1.0% | -59.0% |
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