-68.5%
FISV vs CAI
-8.1%
-60.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -3.0% | +9.1% | -12.1% | -4.1% |
| 3M | -3.5% | +53.8% | -57.3% | -9.7% |
| 6M | -19.4% | +33.5% | -52.9% | -23.6% |
| YTD | -24.3% | -8.0% | -16.3% | -25.1% |
| 1Y | -62.4% | -28.7% | -33.7% | -61.9% |
| All | -68.5% | -8.1% | -60.4% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling