+2.8%
FISV vs CSGP
+44.3%
-41.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.6% |
| 7D | -0.3% | -4.1% | +3.7% | +1.4% |
| 30D | -2.1% | +2.3% | -4.4% | -3.3% |
| 3M | -5.7% | -8.2% | +2.4% | -2.9% |
| 6M | -15.3% | -35.1% | +19.7% | +0.8% |
| YTD | -21.1% | -54.0% | +32.9% | +7.5% |
| 1Y | -61.1% | -65.3% | +4.2% | -38.9% |
| 3Y | -56.8% | -62.6% | +5.7% | -36.9% |
| 5Y | -54.2% | -64.8% | +10.6% | -33.0% |
| All | +2.8% | +44.3% | -41.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling