+26.4%
FISV vs CF
+546.3%
-519.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +22.3% | -0.9% | +23.2% | +22.3% |
| 30D | +39.2% | +6.9% | +32.3% | +37.2% |
| 3M | +21.2% | +4.8% | +16.3% | +19.4% |
| 6M | +14.5% | +4.7% | +9.8% | +12.5% |
| YTD | -5.4% | +56.5% | -61.9% | -15.9% |
| 1Y | -0.3% | +48.4% | -48.7% | -10.4% |
| 3Y | -46.8% | +59.1% | -105.9% | -53.8% |
| 5Y | -36.2% | +109.5% | -145.8% | -51.0% |
| 10Y | +26.4% | +487.0% | -460.6% | -22.9% |
| All | +26.4% | +546.3% | -519.9% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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