+152.5%
FISV vs CNH
+36.2%
+116.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +1.4% | +3.0% | -1.6% | +0.5% |
| 30D | +38.4% | -0.6% | +39.0% | +38.3% |
| 3M | +14.9% | +14.6% | +0.3% | +10.0% |
| 6M | +21.8% | +11.8% | +10.0% | +16.1% |
| YTD | -5.0% | +30.4% | -35.5% | -14.0% |
| 1Y | -1.2% | +19.1% | -20.2% | -8.3% |
| 3Y | -47.5% | +30.2% | -77.7% | -54.2% |
| 5Y | -36.7% | -17.8% | -18.9% | -38.4% |
| 10Y | +26.9% | +103.9% | -77.1% | -10.7% |
| All | +152.5% | +36.2% | +116.3% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling