-62.4%
FISV vs CF
+60.9%
-123.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.1% |
| 7D | -1.6% | -0.9% | -0.6% | -1.5% |
| 30D | -3.0% | +18.1% | -21.0% | -3.8% |
| 3M | -3.5% | +23.4% | -26.9% | -4.7% |
| 6M | -19.4% | +17.1% | -36.5% | -22.1% |
| YTD | -24.3% | +76.2% | -100.5% | -39.2% |
| 1Y | -62.4% | +62.3% | -124.6% | -67.3% |
| All | -62.4% | +60.9% | -123.3% | -67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling