-37.4%
FISV vs CVE
+158.6%
-196.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | +5.9% | -4.5% | +0.8% |
| 30D | +38.4% | -10.9% | +49.3% | +40.0% |
| 3M | +14.9% | -4.5% | +19.4% | +15.0% |
| 6M | +21.8% | -1.0% | +22.8% | +21.0% |
| YTD | -5.0% | +74.7% | -79.8% | -13.7% |
| 1Y | -1.2% | +65.8% | -67.0% | -9.5% |
| 3Y | -47.5% | +73.2% | -120.7% | -53.5% |
| All | -37.4% | +158.6% | -196.0% | -51.9% |
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 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