-57.7%
FISV vs CHRW
+89.7%
-147.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.4% |
| 7D | -6.4% | +4.1% | -10.5% | -6.9% |
| 30D | -6.8% | +1.9% | -8.7% | -7.1% |
| 3M | -10.0% | -21.2% | +11.2% | -7.6% |
| 6M | -20.6% | -16.7% | -4.0% | -19.3% |
| YTD | -27.6% | -5.4% | -22.2% | -27.6% |
| 1Y | -64.3% | +21.2% | -85.5% | -65.7% |
| 3Y | -60.0% | +86.5% | -146.5% | -65.2% |
| 5Y | -57.7% | +93.0% | -150.7% | -63.0% |
| All | -57.7% | +89.7% | -147.4% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling