-3.7%
FISV vs CNI
+37.5%
-41.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.6% |
| 7D | +29.6% | +3.7% | +25.9% | +28.2% |
| 30D | +34.5% | +8.1% | +26.4% | +31.4% |
| 3M | +11.2% | +1.9% | +9.4% | +10.4% |
| 6M | -1.2% | +19.2% | -20.4% | -4.8% |
| YTD | -7.6% | +32.7% | -40.3% | -15.9% |
| 1Y | -3.7% | +37.0% | -40.7% | -14.8% |
| All | -3.7% | +37.5% | -41.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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