-58.2%
FISV vs CP
+20.4%
-78.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -1.6% | +2.4% | -4.0% | -2.3% |
| 30D | -3.0% | -0.5% | -2.4% | -2.8% |
| 3M | -3.5% | +1.4% | -4.9% | -4.0% |
| 6M | -19.4% | +10.3% | -29.7% | -22.5% |
| YTD | -24.3% | +24.3% | -48.6% | -30.6% |
| 1Y | -62.4% | +20.4% | -82.8% | -65.0% |
| 3Y | -58.2% | +21.8% | -80.0% | -61.2% |
| All | -58.2% | +20.4% | -78.6% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling