-22.4%
CPNG vs FIS
-25.6%
+3.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -5.4% | -8.9% | +3.5% | -3.1% |
| 30D | -11.1% | -9.9% | -1.2% | -8.7% |
| 3M | -3.0% | 0.0% | -3.0% | -3.8% |
| 6M | -23.5% | -22.9% | -0.6% | -18.6% |
| YTD | -37.8% | -40.9% | +3.1% | -29.3% |
| 1Y | -54.3% | -40.4% | -13.9% | -48.2% |
| All | -22.4% | -25.6% | +3.2% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling