-3.7%
FISV vs CPNG
-45.7%
+42.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.0% | -5.7% | +3.7% |
| 7D | +29.6% | +20.8% | +8.8% | +24.9% |
| 30D | +34.5% | +20.1% | +14.4% | +29.5% |
| 3M | +11.2% | +1.6% | +9.6% | +9.9% |
| 6M | -1.2% | -15.8% | +14.6% | +0.3% |
| YTD | -7.6% | -27.7% | +20.1% | -6.8% |
| 1Y | -3.7% | -46.9% | +43.2% | +2.8% |
| All | -3.7% | -45.7% | +42.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling