+376.5%
FIS vs CPB
+67.3%
+309.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.1% |
| 7D | +1.1% | -8.6% | +9.7% | +3.8% |
| 30D | -2.2% | -7.2% | +5.0% | -0.1% |
| 3M | +2.1% | +0.9% | +1.3% | +1.6% |
| 6M | -14.7% | -11.8% | -2.9% | -11.8% |
| YTD | -35.7% | -19.4% | -16.3% | -31.9% |
| 1Y | -37.1% | -30.4% | -6.7% | -30.5% |
| 3Y | -20.0% | -40.2% | +20.1% | -9.0% |
| 5Y | -62.1% | -39.5% | -22.6% | -57.7% |
| 10Y | -37.4% | -47.4% | +10.0% | -30.2% |
| All | +376.5% | +67.3% | +309.2% | +215.5% |
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