-57.6%
FISV vs CTVA
+74.2%
-131.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.6% |
| 7D | -2.7% | -4.5% | +1.8% | -1.8% |
| 30D | 0.0% | +11.3% | -11.3% | -2.2% |
| 3M | -2.8% | +12.3% | -15.1% | -5.4% |
| 6M | -11.8% | +7.2% | -19.0% | -13.8% |
| YTD | -23.2% | +26.0% | -49.2% | -28.1% |
| 1Y | -62.0% | +16.0% | -78.0% | -63.8% |
| 3Y | -57.6% | +73.9% | -131.5% | -62.4% |
| All | -57.6% | +74.2% | -131.8% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling