+26.9%
FISV vs CVE
+132.7%
-105.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +8.4% | -10.0% | +18.4% | +10.0% |
| 30D | +38.8% | -11.9% | +50.6% | +41.0% |
| 3M | +21.3% | -5.9% | +27.2% | +21.7% |
| 6M | +14.1% | -1.6% | +15.7% | +13.4% |
| YTD | -5.7% | +66.3% | -72.0% | -14.5% |
| 1Y | -0.8% | +57.5% | -58.3% | -9.2% |
| 3Y | -47.9% | +65.4% | -113.3% | -53.7% |
| 5Y | -36.8% | +144.2% | -181.0% | -48.8% |
| 10Y | +26.9% | +135.5% | -108.6% | -18.8% |
| All | +26.9% | +132.7% | -105.8% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling