-3.3%
FISV vs CAPR
-78.6%
+75.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.6% |
| 7D | -7.2% | -10.6% | +3.4% | -7.0% |
| 30D | -7.2% | +111.2% | -118.4% | -8.6% |
| 3M | -8.2% | -67.2% | +59.1% | -7.6% |
| 6M | -17.7% | -75.1% | +57.5% | -16.8% |
| YTD | -27.2% | -71.2% | +44.1% | -26.7% |
| 1Y | -63.0% | +31.1% | -94.1% | -65.1% |
| 3Y | -59.8% | +31.3% | -91.1% | -63.2% |
| 5Y | -55.8% | +69.4% | -125.2% | -60.3% |
| All | -3.3% | -78.6% | +75.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling