+3,570.9%
FISV vs CPRT
+22,776.4%
-19,205.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.0% | -1.4% | +4.4% | +3.3% |
| 30D | +38.8% | +21.5% | +17.3% | +32.4% |
| 3M | +21.2% | +9.4% | +11.8% | +18.2% |
| 6M | +17.5% | -3.3% | +20.8% | +17.9% |
| YTD | -4.9% | -17.8% | +13.0% | -0.7% |
| 1Y | -0.6% | -22.2% | +21.6% | +5.0% |
| 3Y | -47.4% | -34.0% | -13.4% | -42.3% |
| 5Y | -36.0% | -15.4% | -20.6% | -34.1% |
| 10Y | +27.1% | +376.0% | -348.9% | -7.5% |
| All | +3,570.9% | +22,776.4% | -19,205.6% | +1,465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling