-3.3%
FISV vs CNP
+137.1%
-140.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | -7.2% | -2.2% | -5.1% | -6.3% |
| 30D | -7.2% | -2.1% | -5.1% | -6.5% |
| 3M | -8.2% | -7.9% | -0.2% | -5.0% |
| 6M | -17.7% | -8.3% | -9.4% | -15.0% |
| YTD | -27.2% | +3.8% | -30.9% | -29.1% |
| 1Y | -63.0% | +5.9% | -68.8% | -64.2% |
| 3Y | -59.8% | +49.3% | -109.0% | -67.4% |
| 5Y | -55.8% | +69.3% | -125.1% | -66.6% |
| All | -3.3% | +137.1% | -140.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling