+2.0%
FISV vs CG
+314.7%
-312.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.0% |
| 7D | -2.7% | -9.9% | +7.2% | +0.8% |
| 30D | 0.0% | -11.7% | +11.7% | +4.4% |
| 3M | -2.8% | -4.3% | +1.5% | -1.6% |
| 6M | -11.8% | -8.8% | -3.1% | -9.7% |
| YTD | -23.2% | -26.9% | +3.6% | -15.6% |
| 1Y | -62.0% | -35.4% | -26.6% | -56.6% |
| 3Y | -57.6% | +43.0% | -100.7% | -65.3% |
| 5Y | -53.4% | +1.9% | -55.3% | -58.6% |
| All | +2.0% | +314.7% | -312.7% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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