+27.1%
FISV vs CP
+251.7%
-224.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.3% |
| 30D | +38.8% | +9.6% | +29.1% | +32.7% |
| 3M | +21.2% | +2.2% | +19.0% | +19.9% |
| 6M | +17.5% | +11.1% | +6.4% | +11.1% |
| YTD | -4.9% | +28.2% | -33.0% | -17.1% |
| 1Y | -0.6% | +32.2% | -32.7% | -14.7% |
| 3Y | -47.4% | +35.5% | -82.9% | -56.4% |
| 5Y | -36.0% | +26.8% | -62.8% | -46.4% |
| 10Y | +27.1% | +256.9% | -229.8% | -34.0% |
| All | +27.1% | +251.7% | -224.6% | -34.0% |
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