-3.3%
FISV vs CHRW
+182.4%
-185.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -7.2% | +4.4% | -11.6% | -8.0% |
| 30D | -7.2% | +5.5% | -12.7% | -8.2% |
| 3M | -8.2% | -17.3% | +9.1% | -5.2% |
| 6M | -17.7% | -12.7% | -5.0% | -16.4% |
| YTD | -27.2% | -4.1% | -23.0% | -27.7% |
| 1Y | -63.0% | +21.2% | -84.2% | -65.5% |
| 3Y | -59.8% | +88.9% | -148.7% | -67.7% |
| 5Y | -55.8% | +93.1% | -148.9% | -65.6% |
| All | -3.3% | +182.4% | -185.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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