+10,678.2%
FISV vs CTAS
+23,132.7%
-12,454.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | -3.0% | -1.0% | -2.0% | -2.6% |
| 3M | -3.5% | +15.8% | -19.3% | -9.8% |
| 6M | -19.4% | -1.0% | -18.4% | -19.2% |
| YTD | -24.3% | +7.4% | -31.7% | -26.8% |
| 1Y | -62.4% | -0.1% | -62.3% | -62.1% |
| 3Y | -58.2% | +66.3% | -124.5% | -66.9% |
| 5Y | -56.5% | +111.0% | -167.5% | -69.2% |
| 10Y | -0.5% | +662.9% | -663.4% | -60.1% |
| All | +10,678.2% | +23,132.7% | -12,454.5% | +1,635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling