-4.5%
FISV vs CFG
+27.4%
-31.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +30.2% |
| 3M | +19.3% | -11.5% | +30.8% | +24.0% |
| 6M | +12.1% | +6.2% | +5.8% | +10.2% |
| YTD | -8.4% | +14.3% | -22.7% | -12.5% |
| 1Y | -4.5% | +26.7% | -31.2% | -11.6% |
| All | -4.5% | +27.4% | -31.9% | -11.6% |
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