-57.6%
FISV vs CAH
+176.8%
-234.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.5% |
| 7D | -2.7% | -5.1% | +2.4% | -2.4% |
| 30D | 0.0% | +0.2% | -0.1% | 0.0% |
| 3M | -2.8% | +6.3% | -9.1% | -3.1% |
| 6M | -11.8% | +9.4% | -21.2% | -12.3% |
| YTD | -23.2% | +15.0% | -38.2% | -23.8% |
| 1Y | -62.0% | +55.4% | -117.4% | -63.9% |
| 3Y | -57.6% | +173.8% | -231.4% | -66.1% |
| All | -57.6% | +176.8% | -234.4% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling