+230.6%
FIS vs CNP
+380.8%
-150.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.7% |
| 7D | -25.5% | -4.2% | -21.3% | -24.4% |
| 30D | -15.1% | +5.5% | -20.6% | -16.0% |
| 3M | -32.1% | +0.6% | -32.7% | -32.1% |
| 6M | -36.1% | -2.8% | -33.2% | -35.6% |
| YTD | -55.4% | +7.9% | -63.3% | -56.4% |
| 1Y | -53.9% | +6.7% | -60.5% | -54.8% |
| 3Y | -39.8% | +61.1% | -100.9% | -47.3% |
| 5Y | -71.1% | +73.0% | -144.1% | -75.2% |
| 10Y | -53.8% | +141.9% | -195.7% | -64.6% |
| All | +230.6% | +380.8% | -150.2% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling