+10,209.8%
FISV vs CAH
+14,635.5%
-4,425.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -6.4% | -2.2% | -4.2% | -5.8% |
| 30D | -6.8% | +1.2% | -8.0% | -7.2% |
| 3M | -10.0% | +13.1% | -23.1% | -13.2% |
| 6M | -20.6% | +8.5% | -29.1% | -22.7% |
| YTD | -27.6% | +17.6% | -45.2% | -31.4% |
| 1Y | -64.3% | +60.7% | -125.0% | -69.5% |
| 3Y | -60.0% | +183.2% | -243.2% | -71.3% |
| 5Y | -57.7% | +402.2% | -459.9% | -74.6% |
| 10Y | -3.0% | +302.3% | -305.3% | -41.6% |
| All | +10,209.8% | +14,635.5% | -4,425.6% | +3,126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling