+43.1%
FIS vs CPAY
+1,748.9%
-1,705.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.6% |
| 7D | +2.8% | +1.6% | +1.3% | +2.2% |
| 30D | -16.7% | +17.6% | -34.3% | -22.8% |
| 3M | -32.3% | +8.7% | -41.0% | -35.0% |
| 6M | -29.1% | +39.5% | -68.6% | -38.9% |
| YTD | -54.1% | +53.6% | -107.7% | -62.9% |
| 1Y | -53.7% | +63.3% | -117.0% | -63.6% |
| 3Y | -38.8% | +101.7% | -140.6% | -57.9% |
| 5Y | -71.1% | +91.4% | -162.5% | -79.8% |
| 10Y | -53.1% | +221.7% | -274.7% | -73.1% |
| All | +43.1% | +1,748.9% | -1,705.8% | -53.2% |
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