-58.2%
FISV vs CAPR
+42.0%
-100.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -4.0% |
| 7D | -1.6% | -9.5% | +7.9% | -1.5% |
| 30D | -3.0% | +121.5% | -124.5% | -3.8% |
| 3M | -3.5% | -65.4% | +61.8% | -3.2% |
| 6M | -19.4% | -67.5% | +48.1% | -19.1% |
| YTD | -24.3% | -68.6% | +44.3% | -24.0% |
| 1Y | -62.4% | +42.7% | -105.1% | -63.6% |
| 3Y | -58.2% | +43.4% | -101.5% | -60.5% |
| All | -58.2% | +42.0% | -100.2% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling