-55.8%
FISV vs CTAS
+107.0%
-162.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -7.2% | -1.3% | -5.9% | -6.5% |
| 30D | -7.2% | -3.1% | -4.1% | -5.5% |
| 3M | -8.2% | +10.3% | -18.5% | -13.6% |
| 6M | -17.7% | +1.6% | -19.3% | -18.9% |
| YTD | -27.2% | +6.3% | -33.5% | -30.0% |
| 1Y | -63.0% | -0.5% | -62.5% | -62.7% |
| 3Y | -59.8% | +64.6% | -124.3% | -70.5% |
| 5Y | -55.8% | +106.0% | -161.8% | -73.6% |
| All | -55.8% | +107.0% | -162.8% | -73.6% |
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