-69.0%
CPNG vs FIS
-67.4%
-1.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -7.4% | +1.1% | -8.5% | -7.8% |
| 30D | -4.4% | -2.2% | -2.2% | -3.8% |
| 3M | -7.5% | +2.1% | -9.6% | -8.7% |
| 6M | -19.9% | -14.7% | -5.3% | -16.4% |
| YTD | -35.2% | -35.7% | +0.5% | -25.8% |
| 1Y | -46.8% | -37.1% | -9.7% | -38.8% |
| 3Y | -20.2% | -20.0% | -0.1% | -17.6% |
| 5Y | -48.4% | -62.1% | +13.7% | -34.3% |
| All | -69.0% | -67.4% | -1.6% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling