+61.9%
FISV vs CFG
+396.4%
-334.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.3% | +1.5% | -1.9% | -0.9% |
| 30D | -2.1% | -3.8% | +1.8% | -0.8% |
| 3M | -5.7% | +11.5% | -17.2% | -9.2% |
| 6M | -15.3% | +19.2% | -34.5% | -20.5% |
| YTD | -21.1% | +23.7% | -44.8% | -27.0% |
| 1Y | -61.1% | +38.8% | -99.9% | -65.4% |
| 3Y | -56.8% | +178.9% | -235.7% | -70.5% |
| 5Y | -54.2% | +101.8% | -156.0% | -65.9% |
| 10Y | +1.6% | +317.3% | -315.7% | -47.7% |
| All | +61.9% | +396.4% | -334.5% | -21.8% |
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