-58.4%
FISV vs CPNG
-76.2%
+17.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +5.0% |
| 7D | -2.7% | -1.1% | -1.6% | -2.5% |
| 30D | 0.0% | -7.4% | +7.4% | +1.0% |
| 3M | -2.8% | -12.3% | +9.6% | -1.3% |
| 6M | -11.8% | -19.4% | +7.6% | -9.9% |
| YTD | -23.2% | -35.9% | +12.7% | -19.5% |
| 1Y | -62.0% | -53.4% | -8.6% | -58.6% |
| 3Y | -57.6% | -20.0% | -37.6% | -57.6% |
| 5Y | -53.4% | -49.6% | -3.8% | -54.4% |
| All | -58.4% | -76.2% | +17.7% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling