-53.1%
FISV vs CTVA
+102.9%
-156.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.6% |
| 7D | -2.7% | -4.5% | +1.8% | -1.5% |
| 30D | 0.0% | +11.3% | -11.3% | -2.8% |
| 3M | -2.8% | +12.3% | -15.1% | -6.2% |
| 6M | -11.8% | +7.2% | -19.0% | -14.3% |
| YTD | -23.2% | +26.0% | -49.2% | -29.1% |
| 1Y | -62.0% | +16.0% | -78.0% | -64.1% |
| 3Y | -57.6% | +73.9% | -131.5% | -64.9% |
| All | -53.1% | +102.9% | -156.1% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling