-38.9%
FISV vs CARR
+421.5%
-460.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.1% |
| 7D | -2.7% | -3.8% | +1.1% | -1.9% |
| 30D | 0.0% | -8.9% | +8.9% | +2.0% |
| 3M | -2.8% | -17.3% | +14.5% | +0.6% |
| 6M | -11.8% | -1.4% | -10.4% | -12.8% |
| YTD | -23.2% | +10.0% | -33.2% | -26.1% |
| 1Y | -62.0% | -6.4% | -55.6% | -62.3% |
| 3Y | -57.6% | +1.5% | -59.2% | -59.8% |
| 5Y | -53.4% | +9.3% | -62.7% | -58.1% |
| All | -38.9% | +421.5% | -460.4% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling