+358.3%
FISV vs CF
+5,948.3%
-5,590.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.1% |
| 7D | -0.3% | +6.0% | -6.3% | -1.5% |
| 30D | -2.1% | +14.8% | -16.9% | -4.8% |
| 3M | -5.7% | +14.1% | -19.8% | -8.4% |
| 6M | -15.3% | +28.5% | -43.9% | -20.6% |
| YTD | -21.1% | +74.9% | -96.0% | -30.5% |
| 1Y | -61.1% | +61.7% | -122.8% | -65.1% |
| 3Y | -56.8% | +80.3% | -137.2% | -62.9% |
| 5Y | -54.2% | +226.0% | -280.1% | -66.4% |
| 10Y | +1.6% | +569.9% | -568.3% | -38.9% |
| All | +358.3% | +5,948.3% | -5,590.0% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling