+2.0%
FISV vs CHD
+126.1%
-124.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | -2.7% | -4.5% | +1.8% | -1.1% |
| 30D | 0.0% | -6.7% | +6.8% | +2.4% |
| 3M | -2.8% | -2.7% | -0.1% | -1.8% |
| 6M | -11.8% | -4.9% | -6.9% | -10.5% |
| YTD | -23.2% | +13.3% | -36.6% | -26.8% |
| 1Y | -62.0% | +1.0% | -63.0% | -62.2% |
| 3Y | -57.6% | +1.3% | -58.9% | -58.2% |
| 5Y | -53.4% | +20.8% | -74.2% | -57.2% |
| All | +2.0% | +126.1% | -124.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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