-40.6%
FISV vs CTVA
+208.7%
-249.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.7% |
| 7D | -2.7% | -4.5% | +1.8% | -1.0% |
| 30D | 0.0% | +11.3% | -11.3% | -3.9% |
| 3M | -2.8% | +12.3% | -15.1% | -7.4% |
| 6M | -11.8% | +7.2% | -19.0% | -15.1% |
| YTD | -23.2% | +26.0% | -49.2% | -30.7% |
| 1Y | -62.0% | +16.0% | -78.0% | -64.7% |
| 3Y | -57.6% | +73.9% | -131.5% | -67.2% |
| 5Y | -53.4% | +103.8% | -157.2% | -67.2% |
| All | -40.6% | +208.7% | -249.4% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling