-40.9%
FIS vs CPB
-44.2%
+3.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -9.1% | -8.0% | -1.1% | -7.7% |
| 30D | -10.4% | -2.4% | -8.0% | -10.1% |
| 3M | -3.7% | +0.5% | -4.2% | -3.9% |
| 6M | -24.8% | -10.5% | -14.3% | -23.5% |
| YTD | -41.6% | -17.5% | -24.0% | -39.9% |
| 1Y | -42.7% | -31.0% | -11.7% | -39.4% |
| 3Y | -26.2% | -40.6% | +14.4% | -20.5% |
| 5Y | -66.1% | -37.7% | -28.4% | -63.9% |
| 10Y | -40.9% | -43.4% | +2.6% | -36.9% |
| All | -40.9% | -44.2% | +3.3% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling