-70.8%
FIS vs CNP
+74.5%
-145.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.9% |
| 7D | +2.8% | +1.3% | +1.5% | +2.3% |
| 30D | -16.7% | +3.8% | -20.5% | -17.4% |
| 3M | -32.3% | +2.4% | -34.6% | -32.6% |
| 6M | -29.1% | -1.2% | -27.9% | -28.6% |
| YTD | -54.1% | +9.3% | -63.4% | -55.9% |
| 1Y | -53.7% | +6.4% | -60.1% | -55.0% |
| 3Y | -38.8% | +66.4% | -105.2% | -51.9% |
| All | -70.8% | +74.5% | -145.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling