-42.1%
FISV vs CARR
+414.1%
-456.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.0% |
| 7D | -7.2% | -4.1% | -3.1% | -6.4% |
| 30D | -7.2% | -11.0% | +3.8% | -4.9% |
| 3M | -8.2% | -16.4% | +8.2% | -5.2% |
| 6M | -17.7% | -2.4% | -15.3% | -18.5% |
| YTD | -27.2% | +8.4% | -35.6% | -29.7% |
| 1Y | -63.0% | -8.0% | -55.0% | -63.1% |
| 3Y | -59.8% | +0.6% | -60.3% | -61.7% |
| 5Y | -55.8% | +7.7% | -63.5% | -60.2% |
| All | -42.1% | +414.1% | -456.1% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling