-46.8%
CPNG vs FIS
-53.6%
+6.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -0.7% |
| 7D | -6.8% | +2.8% | -9.6% | -6.7% |
| 30D | +5.5% | -16.7% | +22.2% | +2.8% |
| 3M | -6.8% | -32.3% | +25.5% | -4.5% |
| 6M | -4.8% | -29.1% | +24.2% | -4.7% |
| YTD | -35.6% | -54.1% | +18.5% | -29.3% |
| 1Y | -46.8% | -53.7% | +7.0% | -41.5% |
| All | -46.8% | -53.6% | +6.8% | -41.5% |
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