+206.9%
FISV vs CG
+351.2%
-144.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -0.3% | -4.3% | +4.0% | +1.0% |
| 30D | -2.1% | -5.1% | +3.0% | -0.5% |
| 3M | -5.7% | +8.7% | -14.4% | -8.3% |
| 6M | -15.3% | -9.2% | -6.1% | -13.4% |
| YTD | -21.1% | -18.9% | -2.2% | -16.8% |
| 1Y | -61.1% | -25.6% | -35.4% | -58.0% |
| 3Y | -56.8% | +57.3% | -114.1% | -64.5% |
| 5Y | -54.2% | +10.2% | -64.3% | -59.4% |
| 10Y | +1.6% | +364.2% | -362.6% | -38.5% |
| All | +206.9% | +351.2% | -144.2% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling