+27.1%
FISV vs CB
+248.4%
-221.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.0% | -1.0% | +4.0% | +3.5% |
| 30D | +38.8% | +7.3% | +31.4% | +33.9% |
| 3M | +21.2% | +7.0% | +14.2% | +17.1% |
| 6M | +17.5% | +16.3% | +1.1% | +8.6% |
| YTD | -4.9% | +19.7% | -24.6% | -13.6% |
| 1Y | -0.6% | +27.8% | -28.4% | -12.7% |
| 3Y | -47.4% | +72.0% | -119.4% | -61.0% |
| 5Y | -36.0% | +104.9% | -140.9% | -57.4% |
| 10Y | +27.1% | +246.7% | -219.6% | -37.3% |
| All | +27.1% | +248.4% | -221.3% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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