-64.3%
FISV vs CP
+19.4%
-83.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -3.9% |
| 7D | -6.4% | +0.6% | -7.0% | -6.6% |
| 30D | -6.8% | -0.5% | -6.4% | -6.6% |
| 3M | -10.0% | +0.1% | -10.0% | -10.1% |
| 6M | -20.6% | +7.8% | -28.4% | -23.7% |
| YTD | -27.6% | +22.9% | -50.4% | -37.3% |
| 1Y | -64.3% | +21.3% | -85.6% | -67.6% |
| All | -64.3% | +19.4% | -83.8% | -67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling