+13,416.2%
FISV vs CTAS
+26,175.4%
-12,759.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +1.4% | +2.0% | -0.5% | +0.5% |
| 30D | +38.4% | +8.7% | +29.8% | +33.3% |
| 3M | +14.9% | +13.3% | +1.6% | +8.6% |
| 6M | +21.8% | +39.4% | -17.6% | +4.7% |
| YTD | -5.0% | +21.5% | -26.5% | -13.2% |
| 1Y | -1.2% | +21.9% | -23.0% | -9.8% |
| 3Y | -47.5% | +73.6% | -121.2% | -59.3% |
| 5Y | -36.7% | +116.2% | -152.9% | -55.7% |
| 10Y | +26.9% | +818.2% | -791.3% | -53.1% |
| All | +13,416.2% | +26,175.4% | -12,759.2% | +1,957.5% |
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