-62.0%
FISV vs CAPR
+37.0%
-99.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.4% |
| 7D | -2.7% | -11.0% | +8.3% | -2.6% |
| 30D | 0.0% | +99.8% | -99.7% | -0.9% |
| 3M | -2.8% | -66.6% | +63.8% | -2.3% |
| 6M | -11.8% | -75.1% | +63.2% | -11.1% |
| YTD | -23.2% | -71.0% | +47.8% | -22.8% |
| 1Y | -62.0% | +30.0% | -92.0% | -61.7% |
| All | -62.0% | +37.0% | -99.0% | -61.7% |
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