-3.0%
FISV vs CFG
+308.1%
-311.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -4.0% |
| 7D | -6.4% | -0.6% | -5.8% | -6.2% |
| 30D | -6.8% | -4.5% | -2.3% | -5.4% |
| 3M | -10.0% | +6.3% | -16.3% | -11.9% |
| 6M | -20.6% | +20.6% | -41.2% | -25.8% |
| YTD | -27.6% | +21.2% | -48.8% | -32.6% |
| 1Y | -64.3% | +38.2% | -102.5% | -68.2% |
| 3Y | -60.0% | +185.9% | -245.9% | -73.1% |
| 5Y | -57.7% | +97.0% | -154.7% | -68.4% |
| 10Y | -3.0% | +306.8% | -309.8% | -47.7% |
| All | -3.0% | +308.1% | -311.1% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling