+2.0%
FISV vs CPB
-45.3%
+47.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.4% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | 0.0% | -7.1% | +7.1% | +1.3% |
| 3M | -2.8% | -6.0% | +3.3% | -1.8% |
| 6M | -11.8% | -5.3% | -6.6% | -11.2% |
| YTD | -23.2% | -20.8% | -2.4% | -20.5% |
| 1Y | -62.0% | -33.8% | -28.1% | -59.4% |
| 3Y | -57.6% | -43.7% | -13.9% | -53.9% |
| 5Y | -53.4% | -40.7% | -12.7% | -50.0% |
| All | +2.0% | -45.3% | +47.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling