+26.4%
FISV vs CVE
+136.7%
-110.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +22.3% | -10.1% | +32.4% | +24.1% |
| 30D | +39.2% | -12.1% | +51.3% | +41.5% |
| 3M | +21.2% | -1.9% | +23.1% | +20.9% |
| 6M | +14.5% | -1.8% | +16.3% | +13.8% |
| YTD | -5.4% | +65.8% | -71.2% | -14.1% |
| 1Y | -0.3% | +60.8% | -61.1% | -9.1% |
| 3Y | -46.8% | +70.1% | -116.9% | -52.9% |
| 5Y | -36.2% | +134.8% | -171.0% | -48.0% |
| 10Y | +26.4% | +130.1% | -103.7% | -19.2% |
| All | +26.4% | +136.7% | -110.3% | -19.2% |
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