-51.1%
CPNG vs FIS
-65.9%
+14.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | -5.4% | -8.9% | +3.5% | -2.3% |
| 30D | -11.1% | -9.9% | -1.2% | -7.9% |
| 3M | -3.0% | 0.0% | -3.0% | -3.8% |
| 6M | -23.5% | -22.9% | -0.6% | -17.0% |
| YTD | -37.8% | -40.9% | +3.1% | -25.8% |
| 1Y | -54.3% | -40.4% | -13.9% | -45.8% |
| 3Y | -20.8% | -25.4% | +4.6% | -16.6% |
| 5Y | -51.1% | -64.8% | +13.8% | -27.6% |
| All | -51.1% | -65.9% | +14.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling