-62.4%
FISV vs CVE
+109.0%
-171.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.6% | -3.9% |
| 7D | -1.6% | +0.2% | -1.7% | -1.5% |
| 30D | -3.0% | +17.5% | -20.4% | -2.0% |
| 3M | -3.5% | +16.2% | -19.7% | -2.4% |
| 6M | -19.4% | +47.8% | -67.2% | -17.0% |
| YTD | -24.3% | +98.5% | -122.8% | -21.0% |
| 1Y | -62.4% | +109.8% | -172.2% | -59.7% |
| All | -62.4% | +109.0% | -171.4% | -59.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling