+416.2%
FISV vs CVE
+61.8%
+354.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +25.7% | -16.1% | +41.8% | +29.2% |
| 30D | +38.8% | -10.4% | +49.2% | +40.9% |
| 3M | +16.2% | -2.4% | +18.6% | +16.0% |
| 6M | +12.1% | -4.4% | +16.5% | +11.8% |
| YTD | -6.4% | +64.9% | -71.3% | -15.8% |
| 1Y | +2.0% | +66.0% | -64.0% | -8.4% |
| 3Y | -47.4% | +57.7% | -105.1% | -53.4% |
| 5Y | -37.3% | +144.7% | -182.1% | -50.3% |
| 10Y | +28.4% | +139.2% | -110.8% | -13.7% |
| All | +416.2% | +61.8% | +354.3% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling