+2.0%
FISV vs CAH
+294.8%
-292.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | -2.7% | -5.1% | +2.4% | -1.4% |
| 30D | 0.0% | +0.2% | -0.1% | -0.1% |
| 3M | -2.8% | +6.3% | -9.1% | -4.4% |
| 6M | -11.8% | +9.4% | -21.2% | -14.2% |
| YTD | -23.2% | +15.0% | -38.2% | -26.5% |
| 1Y | -62.0% | +55.4% | -117.4% | -66.9% |
| 3Y | -57.6% | +173.8% | -231.4% | -69.3% |
| 5Y | -53.4% | +395.2% | -448.6% | -72.2% |
| All | +2.0% | +294.8% | -292.8% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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