-3.0%
FISV vs CB
+219.8%
-222.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | -6.4% | -0.5% | -5.9% | -6.2% |
| 30D | -6.8% | -3.1% | -3.8% | -5.4% |
| 3M | -10.0% | +4.2% | -14.1% | -11.9% |
| 6M | -20.6% | +4.7% | -25.3% | -22.6% |
| YTD | -27.6% | +8.8% | -36.4% | -30.9% |
| 1Y | -64.3% | +22.6% | -87.0% | -68.2% |
| 3Y | -60.0% | +70.6% | -130.6% | -70.3% |
| 5Y | -57.7% | +99.4% | -157.1% | -71.6% |
| 10Y | -3.0% | +223.5% | -226.4% | -51.0% |
| All | -3.0% | +219.8% | -222.7% | -51.0% |
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