-56.5%
FISV vs CNH
+7.1%
-63.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.5% | -3.0% |
| 7D | -1.6% | +8.8% | -10.4% | -3.2% |
| 30D | -3.0% | +24.7% | -27.6% | -7.3% |
| 3M | -3.5% | +27.3% | -30.9% | -8.6% |
| 6M | -19.4% | +23.2% | -42.5% | -23.6% |
| YTD | -24.3% | +48.9% | -73.2% | -31.7% |
| 1Y | -62.4% | +19.4% | -81.8% | -64.3% |
| 3Y | -58.2% | +7.8% | -65.9% | -60.1% |
| 5Y | -56.5% | +8.7% | -65.3% | -60.9% |
| All | -56.5% | +7.1% | -63.7% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling