-47.4%
FISV vs CP
+35.8%
-83.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | +38.8% | +9.6% | +29.1% | +34.3% |
| 3M | +21.2% | +2.2% | +19.0% | +20.2% |
| 6M | +17.5% | +11.1% | +6.4% | +13.0% |
| YTD | -4.9% | +28.2% | -33.0% | -14.0% |
| 1Y | -0.6% | +32.2% | -32.7% | -11.3% |
| All | -47.4% | +35.8% | -83.3% | -51.9% |
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