-47.2%
FISV vs CART
+40.2%
-87.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | +38.4% | +19.2% | +19.3% | +34.8% |
| 3M | +14.9% | +17.6% | -2.6% | +12.0% |
| 6M | +21.8% | +47.4% | -25.6% | +15.0% |
| YTD | -5.0% | +30.9% | -35.9% | -9.5% |
| 1Y | -1.2% | +46.0% | -47.1% | -7.1% |
| 3Y | -47.5% | +130.3% | -177.9% | -53.2% |
| All | -47.2% | +40.2% | -87.3% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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