-56.9%
FISV vs CB
+74.3%
-131.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.6% |
| 30D | -2.1% | -3.1% | +1.1% | -0.9% |
| 3M | -5.7% | +9.0% | -14.7% | -8.8% |
| 6M | -15.3% | +2.9% | -18.2% | -16.3% |
| YTD | -21.1% | +10.1% | -31.2% | -24.1% |
| 1Y | -61.1% | +22.8% | -83.9% | -64.2% |
| All | -56.9% | +74.3% | -131.3% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling