+12,933.0%
FISV vs CP
+7,941.4%
+4,991.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.6% | -4.1% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | +31.8% | +10.3% | +21.5% | +27.4% |
| 3M | +19.3% | +2.3% | +17.0% | +18.4% |
| 6M | +12.1% | +10.7% | +1.4% | +7.9% |
| YTD | -8.4% | +29.3% | -37.8% | -17.0% |
| 1Y | -4.5% | +31.5% | -35.9% | -13.9% |
| 3Y | -49.4% | +36.7% | -86.1% | -55.4% |
| 5Y | -39.0% | +26.8% | -65.8% | -45.4% |
| 10Y | +22.3% | +260.1% | -237.8% | -23.3% |
| All | +12,933.0% | +7,941.4% | +4,991.6% | +2,940.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling