-0.6%
FISV vs CAPR
+90.5%
-91.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.5% | -25.6% | +0.5% |
| 7D | +3.0% | +25.8% | -22.8% | +2.6% |
| 30D | +38.8% | +50.2% | -11.4% | +37.8% |
| 3M | +21.2% | +185.5% | -164.3% | +19.0% |
| 6M | +17.5% | -64.8% | +82.3% | +17.9% |
| YTD | -4.9% | -61.1% | +56.3% | -4.8% |
| 1Y | -0.6% | +81.0% | -81.5% | -6.4% |
| All | -0.6% | +90.5% | -91.1% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling