-58.2%
FISV vs CPRT
-27.3%
-30.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -2.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -3.0% | +9.9% | -12.9% | -8.0% |
| 3M | -3.5% | +5.6% | -9.2% | -6.8% |
| 6M | -19.4% | -13.6% | -5.8% | -13.7% |
| YTD | -24.3% | -16.7% | -7.6% | -17.4% |
| 1Y | -62.4% | -33.1% | -29.3% | -54.4% |
| 3Y | -58.2% | -27.1% | -31.1% | -52.8% |
| All | -58.2% | -27.3% | -30.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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