+88.8%
FIS vs CPAY
+1,528.2%
-1,439.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -4.9% |
| 7D | -3.5% | +0.6% | -4.0% | -3.6% |
| 30D | -7.8% | +3.6% | -11.4% | -9.1% |
| 3M | +0.8% | +16.6% | -15.8% | -5.6% |
| 6M | -21.9% | +29.5% | -51.4% | -30.9% |
| YTD | -39.5% | +35.3% | -74.8% | -48.0% |
| 1Y | -41.0% | +30.6% | -71.6% | -48.6% |
| 3Y | -23.6% | +49.7% | -73.4% | -39.6% |
| 5Y | -65.6% | +54.4% | -120.1% | -73.5% |
| 10Y | -40.2% | +142.8% | -183.0% | -61.8% |
| All | +88.8% | +1,528.2% | -1,439.4% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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