-3.7%
FISV vs CARR
-1.4%
-2.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.2% |
| 7D | +29.6% | -0.7% | +30.3% | +29.7% |
| 30D | +34.5% | +0.3% | +34.2% | +34.3% |
| 3M | +11.2% | -14.9% | +26.1% | +12.3% |
| 6M | -1.2% | -14.9% | +13.6% | -1.3% |
| YTD | -7.6% | +7.0% | -14.6% | -13.2% |
| 1Y | -3.7% | -1.8% | -2.0% | -5.4% |
| All | -3.7% | -1.4% | -2.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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