-63.0%
FISV vs CHRW
+23.5%
-86.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -7.2% | +4.4% | -11.6% | -7.3% |
| 30D | -7.2% | +5.5% | -12.7% | -7.3% |
| 3M | -8.2% | -17.3% | +9.1% | -8.1% |
| 6M | -17.7% | -12.7% | -5.0% | -17.9% |
| YTD | -27.2% | -4.1% | -23.0% | -24.4% |
| 1Y | -63.0% | +21.2% | -84.2% | -59.0% |
| All | -63.0% | +23.5% | -86.4% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling