+294.7%
FISV vs CAPR
-99.1%
+393.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -0.3% | -2.0% | +1.6% | -0.3% |
| 30D | -2.1% | +139.2% | -141.2% | -3.2% |
| 3M | -5.7% | -66.4% | +60.6% | -5.4% |
| 6M | -15.3% | -63.1% | +47.8% | -15.1% |
| YTD | -21.1% | -67.4% | +46.3% | -20.8% |
| 1Y | -61.1% | +58.2% | -119.3% | -62.7% |
| 3Y | -56.8% | +42.2% | -99.1% | -59.2% |
| 5Y | -54.2% | +87.3% | -141.4% | -57.0% |
| 10Y | +1.6% | -75.3% | +76.9% | -7.7% |
| All | +294.7% | -99.1% | +393.8% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling