+1,914.6%
CLS vs FISV
+26.5%
+1,888.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.7% | -9.1% | -6.5% |
| 7D | +16.3% | +1.4% | +14.9% | +15.6% |
| 30D | -25.7% | +38.4% | -64.1% | -33.5% |
| 3M | -30.9% | +14.9% | -45.8% | -34.6% |
| 6M | -35.5% | +21.8% | -57.3% | -41.1% |
| YTD | -18.7% | -5.0% | -13.7% | -19.8% |
| 1Y | -17.9% | -1.2% | -16.7% | -20.5% |
| 3Y | +838.1% | -47.5% | +885.6% | +880.5% |
| 5Y | +1,971.9% | -36.7% | +2,008.6% | +1,784.5% |
| All | +1,914.6% | +26.5% | +1,888.1% | +1,336.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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