+10,678.2%
FISV vs CAG
+594.9%
+10,083.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -1.6% | -5.3% | +3.7% | -0.2% |
| 30D | -3.0% | +1.0% | -4.0% | -3.2% |
| 3M | -3.5% | +17.4% | -20.9% | -7.6% |
| 6M | -19.4% | -16.8% | -2.6% | -15.8% |
| YTD | -24.3% | -6.8% | -17.5% | -23.6% |
| 1Y | -62.4% | -15.4% | -47.0% | -60.9% |
| 3Y | -58.2% | -37.1% | -21.1% | -53.6% |
| 5Y | -56.5% | -41.3% | -15.3% | -51.3% |
| 10Y | -0.5% | -35.5% | +34.9% | +3.5% |
| All | +10,678.2% | +594.9% | +10,083.3% | +6,590.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling