-57.7%
FISV vs CPB
-38.1%
-19.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.5% |
| 7D | -6.4% | -8.0% | +1.6% | -4.8% |
| 30D | -6.8% | -2.4% | -4.4% | -6.4% |
| 3M | -10.0% | +0.5% | -10.5% | -10.2% |
| 6M | -20.6% | -10.5% | -10.2% | -19.1% |
| YTD | -27.6% | -17.5% | -10.0% | -25.3% |
| 1Y | -64.3% | -31.0% | -33.3% | -61.9% |
| 3Y | -60.0% | -40.6% | -19.4% | -56.5% |
| 5Y | -57.7% | -37.7% | -20.0% | -56.7% |
| All | -57.7% | -38.1% | -19.6% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling