+95.2%
FISV vs CFG
+362.1%
-267.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.6% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | +38.8% | +3.1% | +35.6% | +37.2% |
| 3M | +21.2% | -9.7% | +30.9% | +25.3% |
| 6M | +17.5% | +6.7% | +10.8% | +14.7% |
| YTD | -4.9% | +15.2% | -20.0% | -9.9% |
| 1Y | -0.6% | +28.8% | -29.3% | -9.4% |
| 3Y | -47.4% | +190.1% | -237.5% | -64.5% |
| 5Y | -36.0% | +63.4% | -99.4% | -48.9% |
| 10Y | +27.1% | +219.8% | -192.6% | -29.1% |
| All | +95.2% | +362.1% | -267.0% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling