+376.5%
FIS vs CNP
+369.1%
+7.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -2.2% | -1.8% | -0.4% | -1.8% |
| 3M | +2.1% | -4.6% | +6.8% | +3.3% |
| 6M | -14.7% | -8.8% | -5.8% | -12.8% |
| YTD | -35.7% | +5.2% | -40.9% | -36.8% |
| 1Y | -37.1% | +8.3% | -45.4% | -38.7% |
| 3Y | -20.0% | +54.9% | -74.9% | -29.4% |
| 5Y | -62.1% | +73.5% | -135.6% | -67.6% |
| 10Y | -37.4% | +139.1% | -176.5% | -51.9% |
| All | +376.5% | +369.1% | +7.4% | +191.0% |
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