-53.9%
FISV vs CVE
+317.2%
-371.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | -5.7% | +9.3% | -15.0% | -7.1% |
| 6M | -15.3% | +43.6% | -58.9% | -20.0% |
| YTD | -21.1% | +93.6% | -114.7% | -29.1% |
| 1Y | -61.1% | +98.8% | -159.8% | -65.3% |
| 3Y | -56.8% | +73.6% | -130.4% | -61.5% |
| All | -53.9% | +317.2% | -371.2% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling