-71.4%
FIS vs CPB
-31.3%
-40.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.0% |
| 7D | -25.5% | +8.0% | -33.5% | -26.8% |
| 30D | -15.1% | +22.4% | -37.4% | -18.7% |
| 3M | -32.1% | +2.5% | -34.6% | -32.8% |
| 6M | -36.1% | +12.2% | -48.3% | -37.8% |
| YTD | -55.4% | -12.8% | -42.6% | -54.8% |
| 1Y | -53.9% | -19.2% | -34.7% | -52.6% |
| 3Y | -39.8% | -35.6% | -4.2% | -36.0% |
| All | -71.4% | -31.3% | -40.0% | -69.8% |
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