-55.3%
FIS vs CPB
-39.9%
-15.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -29.4% | +3.3% | -32.7% | -30.0% |
| 30D | -16.7% | +19.0% | -35.7% | -19.6% |
| 3M | -33.0% | +0.4% | -33.4% | -33.4% |
| 6M | -33.3% | +13.0% | -46.3% | -35.1% |
| YTD | -56.0% | -12.7% | -43.3% | -55.4% |
| 1Y | -54.6% | -20.9% | -33.7% | -53.2% |
| 3Y | -40.6% | -35.4% | -5.2% | -37.2% |
| 5Y | -71.9% | -32.3% | -39.7% | -70.7% |
| 10Y | -55.3% | -40.5% | -14.8% | -52.6% |
| All | -55.3% | -39.9% | -15.4% | -52.6% |
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