-44.0%
FISV vs CTVA
+211.9%
-255.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.9% |
| 7D | -6.4% | -5.8% | -0.6% | -4.3% |
| 30D | -6.8% | +11.1% | -17.9% | -10.4% |
| 3M | -10.0% | +13.2% | -23.2% | -14.5% |
| 6M | -20.6% | +8.7% | -29.3% | -23.9% |
| YTD | -27.6% | +27.3% | -54.9% | -34.9% |
| 1Y | -64.3% | +18.0% | -82.3% | -67.1% |
| 3Y | -60.0% | +76.5% | -136.5% | -69.2% |
| 5Y | -57.7% | +105.1% | -162.8% | -70.3% |
| All | -44.0% | +211.9% | -255.9% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling