+300.2%
FISV vs CBOE
+1,003.5%
-703.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -7.2% | -3.7% | -3.5% | -6.1% |
| 30D | -7.2% | +2.0% | -9.2% | -7.9% |
| 3M | -8.2% | -4.2% | -3.9% | -7.6% |
| 6M | -17.7% | +1.2% | -18.9% | -19.7% |
| YTD | -27.2% | +15.4% | -42.5% | -32.0% |
| 1Y | -63.0% | +23.5% | -86.5% | -66.1% |
| 3Y | -59.8% | +93.2% | -152.9% | -69.0% |
| 5Y | -55.8% | +142.0% | -197.7% | -68.9% |
| 10Y | -2.4% | +379.2% | -381.6% | -46.2% |
| All | +300.2% | +1,003.5% | -703.3% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling