+2,953.7%
CLS vs FISV
-2.2%
+2,955.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +5.0% | -7.2% | +12.2% | +7.4% |
| 30D | +4.8% | -7.2% | +12.0% | +7.0% |
| 3M | -10.4% | -8.2% | -2.2% | -9.3% |
| 6M | +20.8% | -17.7% | +38.5% | +26.4% |
| YTD | +10.0% | -27.2% | +37.2% | +19.1% |
| 1Y | +28.5% | -63.0% | +91.5% | +67.7% |
| 3Y | +1,292.2% | -59.8% | +1,352.0% | +1,499.7% |
| 5Y | +3,616.8% | -55.8% | +3,672.6% | +3,819.3% |
| All | +2,953.7% | -2.2% | +2,955.9% | +2,427.0% |
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