-59.8%
FISV vs CG
+44.6%
-104.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.2% |
| 7D | -7.2% | -9.8% | +2.6% | -4.6% |
| 30D | -7.2% | -10.3% | +3.1% | -4.4% |
| 3M | -8.2% | -1.7% | -6.5% | -7.8% |
| 6M | -17.7% | -9.8% | -7.9% | -15.8% |
| YTD | -27.2% | -25.6% | -1.6% | -22.0% |
| 1Y | -63.0% | -32.5% | -30.5% | -59.6% |
| All | -59.8% | +44.6% | -104.4% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling