+2,944.7%
FISV vs CPRT
+23,878.7%
-20,934.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.3% | +2.2% | -2.6% | -0.9% |
| 30D | -2.1% | +16.6% | -18.7% | -5.8% |
| 3M | -5.7% | +9.6% | -15.3% | -8.0% |
| 6M | -15.3% | -11.1% | -4.2% | -13.2% |
| YTD | -21.1% | -13.9% | -7.2% | -18.4% |
| 1Y | -61.1% | -32.5% | -28.6% | -57.2% |
| 3Y | -56.8% | -25.0% | -31.8% | -54.0% |
| 5Y | -54.2% | -7.4% | -46.8% | -53.7% |
| 10Y | +1.6% | +422.0% | -420.4% | -27.4% |
| All | +2,944.7% | +23,878.7% | -20,934.0% | +1,186.6% |
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