+1,797.6%
FISV vs CHRW
+3,791.5%
-1,993.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +1.4% | +7.3% | -5.9% | -0.6% |
| 30D | +38.4% | -3.6% | +42.0% | +39.5% |
| 3M | +14.9% | -9.6% | +24.5% | +17.2% |
| 6M | +21.8% | -17.0% | +38.8% | +25.9% |
| YTD | -5.0% | -15.4% | +10.4% | -3.4% |
| 1Y | -1.2% | -10.0% | +8.8% | -1.4% |
| 3Y | -47.5% | +82.2% | -129.7% | -59.9% |
| 5Y | -36.7% | +59.4% | -96.1% | -50.5% |
| 10Y | +26.9% | +129.7% | -102.9% | -14.8% |
| All | +1,797.6% | +3,791.5% | -1,993.9% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling