-70.8%
FIS vs CPB
-33.2%
-37.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.6% |
| 7D | +2.8% | -1.6% | +4.4% | +3.1% |
| 30D | -16.7% | +19.2% | -35.9% | -19.9% |
| 3M | -32.3% | -0.9% | -31.3% | -32.5% |
| 6M | -29.1% | +15.2% | -44.3% | -31.4% |
| YTD | -54.1% | -13.1% | -41.1% | -53.5% |
| 1Y | -53.7% | -22.4% | -31.3% | -52.1% |
| 3Y | -38.8% | -35.3% | -3.5% | -35.1% |
| All | -70.8% | -33.2% | -37.6% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling