-58.2%
FISV vs CPB
-41.0%
-17.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -4.4% |
| 7D | -1.6% | -8.2% | +6.7% | +0.2% |
| 30D | -3.0% | -5.6% | +2.6% | -1.9% |
| 3M | -3.5% | +3.0% | -6.5% | -4.1% |
| 6M | -19.4% | -12.7% | -6.7% | -17.6% |
| YTD | -24.3% | -18.0% | -6.3% | -22.0% |
| 1Y | -62.4% | -31.7% | -30.6% | -60.0% |
| All | -58.2% | -41.0% | -17.3% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling