-61.1%
FISV vs CTVA
+22.4%
-83.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.3% | +4.9% | -5.3% | -1.0% |
| 30D | -2.1% | +11.9% | -14.0% | -3.6% |
| 3M | -5.7% | +13.7% | -19.4% | -7.8% |
| 6M | -15.3% | +13.1% | -28.5% | -18.1% |
| YTD | -21.1% | +32.0% | -53.0% | -28.4% |
| 1Y | -61.1% | +22.1% | -83.2% | -64.5% |
| All | -61.1% | +22.4% | -83.5% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling