-55.8%
FISV vs CAG
-42.8%
-13.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.3% |
| 7D | -7.2% | -5.9% | -1.3% | -5.8% |
| 30D | -7.2% | -1.5% | -5.6% | -6.9% |
| 3M | -8.2% | +11.5% | -19.6% | -10.7% |
| 6M | -17.7% | -15.7% | -2.0% | -14.5% |
| YTD | -27.2% | -10.2% | -16.9% | -26.1% |
| 1Y | -63.0% | -18.1% | -44.9% | -61.4% |
| 3Y | -59.8% | -39.4% | -20.4% | -55.7% |
| 5Y | -55.8% | -42.6% | -13.2% | -51.4% |
| All | -55.8% | -42.8% | -13.0% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling