-55.8%
FISV vs CG
+2.7%
-58.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.3% |
| 7D | -7.2% | -9.8% | +2.6% | -4.3% |
| 30D | -7.2% | -10.3% | +3.1% | -4.0% |
| 3M | -8.2% | -1.7% | -6.5% | -7.9% |
| 6M | -17.7% | -9.8% | -7.9% | -15.5% |
| YTD | -27.2% | -25.6% | -1.6% | -21.2% |
| 1Y | -63.0% | -32.5% | -30.5% | -58.9% |
| 3Y | -59.8% | +45.6% | -105.4% | -66.5% |
| 5Y | -55.8% | +3.7% | -59.5% | -60.7% |
| All | -55.8% | +2.7% | -58.5% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling