-4.5%
FISV vs CNH
+21.1%
-25.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -3.6% |
| 7D | -2.0% | +6.4% | -8.4% | -2.1% |
| 30D | +31.8% | -1.6% | +33.4% | +31.7% |
| 3M | +19.3% | +11.6% | +7.7% | +19.2% |
| 6M | +12.1% | +12.5% | -0.5% | +12.4% |
| YTD | -8.4% | +31.1% | -39.5% | -13.6% |
| 1Y | -4.5% | +17.0% | -21.5% | -5.8% |
| All | -4.5% | +21.1% | -25.6% | -5.8% |
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