+2.8%
FISV vs CVE
+161.7%
-159.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -0.3% | +2.5% | -2.8% | -0.7% |
| 30D | -2.1% | +16.7% | -18.8% | -4.5% |
| 3M | -5.7% | +9.3% | -15.0% | -7.4% |
| 6M | -15.3% | +43.6% | -58.9% | -20.6% |
| YTD | -21.1% | +93.6% | -114.7% | -29.7% |
| 1Y | -61.1% | +98.8% | -159.8% | -65.6% |
| 3Y | -56.8% | +73.6% | -130.4% | -61.7% |
| 5Y | -54.2% | +312.5% | -366.7% | -65.7% |
| All | +2.8% | +161.7% | -159.0% | -35.4% |
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 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