+22.9%
FISV vs CFG
+214.3%
-191.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.5% |
| 7D | -2.0% | +1.6% | -3.6% | -2.5% |
| 30D | +31.8% | +3.3% | +28.5% | +30.3% |
| 3M | +19.3% | -11.5% | +30.8% | +24.3% |
| 6M | +12.1% | +6.2% | +5.8% | +9.5% |
| YTD | -8.4% | +14.3% | -22.7% | -13.1% |
| 1Y | -4.5% | +26.7% | -31.2% | -12.6% |
| 3Y | -49.4% | +187.8% | -237.2% | -66.1% |
| 5Y | -39.0% | +61.3% | -100.3% | -51.3% |
| All | +22.9% | +214.3% | -191.4% | -26.9% |
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