-60.8%
FISV vs CPNG
-76.8%
+16.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -6.4% | -7.6% | +1.2% | -5.4% |
| 30D | -6.8% | -8.8% | +2.0% | -5.7% |
| 3M | -10.0% | -7.2% | -2.7% | -9.4% |
| 6M | -20.6% | -21.5% | +0.9% | -18.7% |
| YTD | -27.6% | -37.4% | +9.9% | -23.8% |
| 1Y | -64.3% | -54.3% | -10.0% | -61.0% |
| 3Y | -60.0% | -20.3% | -39.7% | -60.0% |
| 5Y | -57.7% | -51.2% | -6.5% | -58.5% |
| All | -60.8% | -76.8% | +16.0% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling