-68.0%
FISV vs CAI
-9.9%
-58.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.3% |
| 7D | -2.7% | -2.9% | +0.2% | -2.3% |
| 30D | 0.0% | +9.3% | -9.3% | -1.2% |
| 3M | -2.8% | +35.2% | -38.0% | -7.1% |
| 6M | -11.8% | +30.7% | -42.5% | -16.2% |
| YTD | -23.2% | -9.8% | -13.4% | -23.8% |
| 1Y | -62.0% | -28.9% | -33.1% | -61.5% |
| All | -68.0% | -9.9% | -58.2% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling