+11,131.7%
FISV vs CP
+7,669.4%
+3,462.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.3% | -2.7% | +2.3% | +0.6% |
| 30D | -2.1% | +0.2% | -2.2% | -2.1% |
| 3M | -5.7% | +2.6% | -8.3% | -6.7% |
| 6M | -15.3% | +6.0% | -21.3% | -17.5% |
| YTD | -21.1% | +24.9% | -46.0% | -27.6% |
| 1Y | -61.1% | +20.1% | -81.2% | -63.6% |
| 3Y | -56.8% | +16.4% | -73.2% | -59.8% |
| 5Y | -54.2% | +31.7% | -85.9% | -59.6% |
| 10Y | +1.6% | +223.9% | -222.3% | -34.2% |
| All | +11,131.7% | +7,669.4% | +3,462.3% | +2,551.5% |
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