-69.7%
FISV vs CAI
-11.0%
-58.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -7.2% | -5.1% | -2.2% | -6.6% |
| 30D | -7.2% | +3.9% | -11.1% | -7.8% |
| 3M | -8.2% | +40.1% | -48.3% | -12.8% |
| 6M | -17.7% | +29.7% | -47.4% | -21.7% |
| YTD | -27.2% | -10.9% | -16.3% | -27.6% |
| 1Y | -63.0% | -28.0% | -34.9% | -62.5% |
| All | -69.7% | -11.0% | -58.7% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling