+27.4%
FISV vs CPB
-38.9%
+66.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +3.1% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | +38.4% | +19.2% | +19.2% | +34.1% |
| 3M | +14.9% | -0.9% | +15.9% | +14.8% |
| 6M | +21.8% | +15.2% | +6.6% | +18.6% |
| YTD | -5.0% | -13.1% | +8.0% | -3.5% |
| 1Y | -1.2% | -22.4% | +21.3% | +2.3% |
| 3Y | -47.5% | -35.3% | -12.2% | -44.4% |
| 5Y | -36.7% | -33.0% | -3.8% | -33.7% |
| All | +27.4% | -38.9% | +66.3% | +32.3% |
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