-53.1%
FISV vs CARR
+8.3%
-61.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.1% |
| 7D | -2.7% | -3.8% | +1.1% | -1.7% |
| 30D | 0.0% | -8.9% | +8.9% | +2.3% |
| 3M | -2.8% | -17.3% | +14.5% | +1.1% |
| 6M | -11.8% | -1.4% | -10.4% | -13.3% |
| YTD | -23.2% | +10.0% | -33.2% | -27.0% |
| 1Y | -62.0% | -6.4% | -55.6% | -62.4% |
| 3Y | -57.6% | +1.5% | -59.2% | -61.1% |
| All | -53.1% | +8.3% | -61.5% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling