-56.5%
FISV vs CB
+98.8%
-155.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.4% |
| 7D | -1.6% | -0.6% | -0.9% | -1.3% |
| 30D | -3.0% | -3.9% | +0.9% | -1.3% |
| 3M | -3.5% | +4.9% | -8.4% | -5.5% |
| 6M | -19.4% | +3.3% | -22.7% | -20.6% |
| YTD | -24.3% | +8.5% | -32.8% | -27.1% |
| 1Y | -62.4% | +22.1% | -84.4% | -65.7% |
| 3Y | -58.2% | +70.1% | -128.3% | -67.6% |
| 5Y | -56.5% | +97.4% | -153.9% | -68.7% |
| All | -56.5% | +98.8% | -155.4% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling