+1,202.8%
FISV vs CSGP
+3,294.4%
-2,091.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +1.3% |
| 7D | +25.7% | +1.3% | +24.5% | +25.3% |
| 30D | +38.8% | +10.7% | +28.1% | +34.8% |
| 3M | +16.2% | +3.3% | +12.9% | +14.6% |
| 6M | +12.1% | -10.3% | +22.4% | +14.1% |
| YTD | -6.4% | -54.6% | +48.2% | +10.7% |
| 1Y | +2.0% | -54.6% | +56.7% | +20.6% |
| 3Y | -47.4% | -60.3% | +12.9% | -36.1% |
| 5Y | -37.3% | -63.3% | +26.0% | -23.6% |
| 10Y | +28.4% | +66.5% | -38.1% | +16.4% |
| All | +1,202.8% | +3,294.4% | -2,091.6% | +636.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling