+1,284.2%
CLS vs FISV
-60.0%
+1,344.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.2% |
| 7D | +20.1% | -6.4% | +26.5% | +20.3% |
| 30D | +6.0% | -6.8% | +12.9% | +6.2% |
| 3M | -10.3% | -10.0% | -0.3% | -9.9% |
| 6M | +24.5% | -20.6% | +45.1% | +25.9% |
| YTD | +12.9% | -27.6% | +40.4% | +14.8% |
| 1Y | +36.7% | -64.3% | +101.0% | +48.3% |
| All | +1,284.2% | -60.0% | +1,344.3% | +1,121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling