-0.8%
FISV vs CVE
+59.5%
-60.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +8.4% | -10.0% | +18.4% | +7.1% |
| 30D | +38.8% | -11.9% | +50.6% | +36.8% |
| 3M | +21.3% | -5.9% | +27.2% | +19.9% |
| 6M | +14.1% | -1.6% | +15.7% | +13.8% |
| YTD | -5.7% | +66.3% | -72.0% | -4.6% |
| 1Y | -0.8% | +57.5% | -58.3% | +1.9% |
| All | -0.8% | +59.5% | -60.2% | +1.9% |
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