-37.1%
FISV vs CF
+120.6%
-157.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +25.7% | -3.2% | +28.9% | +25.9% |
| 30D | +38.8% | +4.3% | +34.5% | +38.2% |
| 3M | +16.2% | +2.8% | +13.4% | +15.6% |
| 6M | +12.1% | +0.6% | +11.5% | +11.6% |
| YTD | -6.4% | +56.6% | -63.0% | -12.1% |
| 1Y | +2.0% | +49.6% | -47.6% | -3.7% |
| 3Y | -47.4% | +61.5% | -108.9% | -51.4% |
| All | -37.1% | +120.6% | -157.7% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling