-3.7%
FISV vs CAI
+12.6%
-16.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.1% |
| 7D | +29.6% | -6.3% | +35.9% | +30.4% |
| 30D | +34.5% | +9.3% | +25.2% | +32.8% |
| 3M | +11.2% | +106.3% | -95.1% | +0.3% |
| 6M | -1.2% | +77.7% | -79.0% | -9.6% |
| YTD | -7.6% | +23.1% | -30.8% | -11.0% |
| 1Y | -3.7% | +6.5% | -10.3% | -3.9% |
| All | -3.7% | +12.6% | -16.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling