-57.6%
FISV vs CBOE
+89.1%
-146.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.7% | +5.6% |
| 7D | -2.7% | -5.8% | +3.1% | -2.3% |
| 30D | 0.0% | -3.1% | +3.2% | +0.2% |
| 3M | -2.8% | -4.8% | +2.0% | -2.8% |
| 6M | -11.8% | -0.6% | -11.3% | -13.3% |
| YTD | -23.2% | +12.8% | -36.0% | -25.6% |
| 1Y | -62.0% | +19.8% | -81.8% | -63.3% |
| 3Y | -57.6% | +86.9% | -144.6% | -61.5% |
| All | -57.6% | +89.1% | -146.7% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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