-3.7%
FISV vs CVE
+73.4%
-77.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.6% | +13.9% | +5.4% |
| 7D | +29.6% | -12.1% | +41.7% | +28.0% |
| 30D | +34.5% | -9.8% | +44.3% | +33.0% |
| 3M | +11.2% | -0.7% | +12.0% | +10.5% |
| 6M | -1.2% | -4.3% | +3.1% | -1.5% |
| YTD | -7.6% | +70.6% | -78.2% | -7.5% |
| 1Y | -3.7% | +73.2% | -76.9% | -4.4% |
| All | -3.7% | +73.4% | -77.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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