-55.3%
FIS vs CNP
+142.6%
-197.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -29.4% | -4.3% | -25.1% | -27.8% |
| 30D | -16.7% | +5.7% | -22.5% | -18.3% |
| 3M | -33.0% | +0.9% | -33.9% | -33.1% |
| 6M | -33.3% | -1.1% | -32.3% | -33.0% |
| YTD | -56.0% | +8.3% | -64.3% | -57.7% |
| 1Y | -54.6% | +5.9% | -60.5% | -56.0% |
| 3Y | -40.6% | +64.6% | -105.3% | -53.3% |
| 5Y | -71.9% | +74.6% | -146.5% | -78.7% |
| 10Y | -55.3% | +139.8% | -195.2% | -72.5% |
| All | -55.3% | +142.6% | -197.9% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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