-18.5%
FIS vs CNP
+55.2%
-73.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -2.2% | -1.8% | -0.4% | -1.9% |
| 3M | +2.1% | -4.6% | +6.8% | +3.1% |
| 6M | -14.7% | -8.8% | -5.8% | -13.0% |
| YTD | -35.7% | +5.2% | -40.9% | -37.1% |
| 1Y | -37.1% | +8.3% | -45.4% | -39.1% |
| All | -18.5% | +55.2% | -73.7% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling