+230.6%
FIS vs CPB
+81.0%
+149.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.9% |
| 7D | -25.5% | +8.0% | -33.5% | -27.6% |
| 30D | -15.1% | +22.4% | -37.4% | -20.6% |
| 3M | -32.1% | +2.5% | -34.6% | -33.3% |
| 6M | -36.1% | +12.2% | -48.3% | -38.9% |
| YTD | -55.4% | -12.8% | -42.6% | -54.3% |
| 1Y | -53.9% | -19.2% | -34.7% | -51.7% |
| 3Y | -39.8% | -35.6% | -4.2% | -33.5% |
| 5Y | -71.1% | -31.4% | -39.7% | -69.3% |
| 10Y | -53.8% | -37.9% | -15.9% | -52.1% |
| All | +230.6% | +81.0% | +149.6% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling