-20.6%
FISV vs CAH
+10.9%
-31.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -6.4% | -2.2% | -4.2% | -6.1% |
| 30D | -6.8% | +1.2% | -8.0% | -6.7% |
| 3M | -10.0% | +13.1% | -23.1% | -10.9% |
| 6M | -20.6% | +8.5% | -29.1% | -19.5% |
| All | -20.6% | +10.9% | -31.5% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling