-3.7%
FISV vs CCJ
-26.2%
+22.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.5% | +6.1% |
| 7D | +29.6% | -14.5% | +44.2% | +28.3% |
| 30D | +34.5% | -18.1% | +52.5% | +32.9% |
| 3M | +11.2% | -23.0% | +34.2% | +9.6% |
| 6M | -1.2% | -39.4% | +38.2% | -2.7% |
| YTD | -7.6% | -21.7% | +14.0% | -11.3% |
| 1Y | -3.7% | -25.9% | +22.2% | -6.5% |
| All | -3.7% | -26.2% | +22.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling