-37.4%
FISV vs CTAS
+115.9%
-153.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +1.4% | +2.0% | -0.5% | +0.3% |
| 30D | +38.4% | +8.7% | +29.8% | +31.8% |
| 3M | +14.9% | +13.3% | +1.6% | +6.7% |
| 6M | +21.8% | +39.4% | -17.6% | -0.1% |
| YTD | -5.0% | +21.5% | -26.5% | -15.7% |
| 1Y | -1.2% | +21.9% | -23.0% | -12.4% |
| 3Y | -47.5% | +73.6% | -121.2% | -62.5% |
| All | -37.4% | +115.9% | -153.2% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling