-3.3%
FISV vs CP
+230.5%
-233.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.2% |
| 7D | -7.2% | -2.7% | -4.5% | -5.9% |
| 30D | -7.2% | -3.4% | -3.8% | -5.6% |
| 3M | -8.2% | -0.6% | -7.5% | -8.0% |
| 6M | -17.7% | +6.3% | -24.0% | -20.7% |
| YTD | -27.2% | +21.2% | -48.3% | -34.7% |
| 1Y | -63.0% | +20.0% | -83.0% | -66.4% |
| 3Y | -59.8% | +18.7% | -78.5% | -64.3% |
| 5Y | -55.8% | +34.8% | -90.6% | -64.4% |
| All | -3.3% | +230.5% | -233.8% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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