-55.8%
FISV vs CHD
+19.7%
-75.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | -7.2% | -4.7% | -2.5% | -5.6% |
| 30D | -7.2% | -8.3% | +1.1% | -4.3% |
| 3M | -8.2% | -4.0% | -4.1% | -6.7% |
| 6M | -17.7% | -6.5% | -11.2% | -15.8% |
| YTD | -27.2% | +13.1% | -40.2% | -30.9% |
| 1Y | -63.0% | +2.3% | -65.3% | -63.5% |
| 3Y | -59.8% | +1.8% | -61.6% | -60.4% |
| 5Y | -55.8% | +20.6% | -76.4% | -59.5% |
| All | -55.8% | +19.7% | -75.5% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling