+94.8%
FISV vs CFG
+361.3%
-266.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +1.4% | +3.2% | -1.8% | +0.4% |
| 30D | +38.4% | +5.1% | +33.3% | +36.1% |
| 3M | +14.9% | -11.2% | +26.2% | +19.5% |
| 6M | +21.8% | +9.6% | +12.2% | +17.8% |
| YTD | -5.0% | +15.0% | -20.0% | -10.0% |
| 1Y | -1.2% | +29.9% | -31.0% | -10.2% |
| 3Y | -47.5% | +192.1% | -239.6% | -64.7% |
| 5Y | -36.7% | +62.3% | -99.0% | -49.4% |
| 10Y | +26.9% | +219.2% | -192.3% | -29.1% |
| All | +94.8% | +361.3% | -266.5% | -3.6% |
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 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