-57.7%
FISV vs CPRT
-8.8%
-48.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.5% |
| 7D | -6.4% | -0.4% | -6.0% | -6.2% |
| 30D | -6.8% | +8.2% | -15.1% | -10.9% |
| 3M | -10.0% | +2.3% | -12.3% | -11.6% |
| 6M | -20.6% | -14.7% | -5.9% | -14.7% |
| YTD | -27.6% | -18.2% | -9.4% | -20.5% |
| 1Y | -64.3% | -33.4% | -31.0% | -56.4% |
| 3Y | -60.0% | -28.3% | -31.7% | -54.1% |
| 5Y | -57.7% | -9.8% | -47.9% | -59.4% |
| All | -57.7% | -8.8% | -48.9% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling