-53.1%
FISV vs CNI
+12.6%
-65.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.0% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | 0.0% | -2.7% | +2.7% | +1.3% |
| 3M | -2.8% | +3.9% | -6.7% | -4.4% |
| 6M | -11.8% | +16.4% | -28.2% | -18.2% |
| YTD | -23.2% | +25.8% | -49.0% | -31.7% |
| 1Y | -62.0% | +32.4% | -94.4% | -66.9% |
| 3Y | -57.6% | +19.1% | -76.7% | -62.0% |
| All | -53.1% | +12.6% | -65.8% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling