-57.7%
FISV vs CAPR
+76.3%
-134.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -4.3% |
| 7D | -6.4% | -12.6% | +6.2% | -6.3% |
| 30D | -6.8% | +124.4% | -131.3% | -8.0% |
| 3M | -10.0% | -66.8% | +56.8% | -9.5% |
| 6M | -20.6% | -71.8% | +51.2% | -20.1% |
| YTD | -27.6% | -70.1% | +42.5% | -27.2% |
| 1Y | -64.3% | +33.3% | -97.7% | -66.0% |
| 3Y | -60.0% | +36.7% | -96.7% | -63.8% |
| 5Y | -57.7% | +72.5% | -130.2% | -63.8% |
| All | -57.7% | +76.3% | -134.0% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling