-3.7%
FISV vs CNH
+15.2%
-19.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | +29.6% | +6.5% | +23.2% | +29.5% |
| 30D | +34.5% | -12.0% | +46.4% | +34.5% |
| 3M | +11.2% | +4.4% | +6.9% | +11.4% |
| 6M | -1.2% | +15.7% | -16.9% | -1.4% |
| YTD | -7.6% | +28.2% | -35.9% | -10.0% |
| 1Y | -3.7% | +14.8% | -18.5% | -4.6% |
| All | -3.7% | +15.2% | -19.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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