-60.0%
FISV vs CTAS
+66.0%
-126.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -6.4% | +1.0% | -7.4% | -6.9% |
| 30D | -6.8% | -1.1% | -5.8% | -6.3% |
| 3M | -10.0% | +11.5% | -21.5% | -15.6% |
| 6M | -20.6% | +0.2% | -20.8% | -21.2% |
| YTD | -27.6% | +7.2% | -34.7% | -30.5% |
| 1Y | -64.3% | 0.0% | -64.3% | -64.4% |
| All | -60.0% | +66.0% | -126.0% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling