-51.1%
FIS vs CPB
-18.4%
-32.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.9% | -29.6% | -24.5% |
| 7D | -18.4% | +13.0% | -31.4% | -20.6% |
| 30D | -11.4% | +20.5% | -31.9% | -15.1% |
| 3M | -32.0% | +2.2% | -34.2% | -32.4% |
| 6M | -35.6% | +15.4% | -51.0% | -37.4% |
| YTD | -53.8% | -12.3% | -41.5% | -54.2% |
| 1Y | -51.1% | -18.0% | -33.1% | -51.0% |
| All | -51.1% | -18.4% | -32.6% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling