-3.7%
FISV vs CAG
-6.8%
+3.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.0% | +0.3% | +5.0% |
| 7D | +29.6% | +9.7% | +20.0% | +27.1% |
| 30D | +34.5% | +15.8% | +18.7% | +30.9% |
| 3M | +11.2% | +1.8% | +9.4% | +10.4% |
| 6M | -1.2% | +11.5% | -12.7% | -3.1% |
| YTD | -7.6% | -6.7% | -0.9% | -11.7% |
| 1Y | -3.7% | -5.6% | +1.9% | -8.4% |
| All | -3.7% | -6.8% | +3.1% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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