+2.0%
FISV vs CTAS
+687.6%
-685.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +4.5% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | 0.0% | -0.7% | +0.8% | +0.4% |
| 3M | -2.8% | +11.1% | -13.9% | -8.8% |
| 6M | -11.8% | +2.1% | -14.0% | -13.3% |
| YTD | -23.2% | +8.0% | -31.2% | -26.8% |
| 1Y | -62.0% | -0.5% | -61.5% | -61.6% |
| 3Y | -57.6% | +66.2% | -123.8% | -69.1% |
| 5Y | -53.4% | +109.2% | -162.6% | -70.7% |
| All | +2.0% | +687.6% | -685.6% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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