-3.7%
FISV vs CFG
+34.2%
-37.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.9% | +5.4% |
| 7D | +29.6% | +1.8% | +27.9% | +28.8% |
| 30D | +34.5% | +3.3% | +31.2% | +32.8% |
| 3M | +11.2% | -9.8% | +21.1% | +15.1% |
| 6M | -1.2% | +5.2% | -6.4% | -2.8% |
| YTD | -7.6% | +16.1% | -23.7% | -12.8% |
| 1Y | -3.7% | +33.7% | -37.4% | -15.7% |
| All | -3.7% | +34.2% | -37.9% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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