-58.2%
FISV vs CNH
+7.5%
-65.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.5% | -3.4% |
| 7D | -1.6% | +8.8% | -10.4% | -2.4% |
| 30D | -3.0% | +24.7% | -27.6% | -5.3% |
| 3M | -3.5% | +27.3% | -30.9% | -6.3% |
| 6M | -19.4% | +23.2% | -42.5% | -21.6% |
| YTD | -24.3% | +48.9% | -73.2% | -28.7% |
| 1Y | -62.4% | +19.4% | -81.8% | -63.4% |
| 3Y | -58.2% | +7.8% | -65.9% | -58.7% |
| All | -58.2% | +7.5% | -65.7% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling