-60.0%
FISV vs CCJ
+172.7%
-232.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.3% |
| 7D | -6.4% | +4.2% | -10.6% | -6.5% |
| 30D | -6.8% | +3.2% | -10.0% | -6.9% |
| 3M | -10.0% | -1.8% | -8.1% | -9.9% |
| 6M | -20.6% | -13.5% | -7.1% | -20.3% |
| YTD | -27.6% | +9.7% | -37.3% | -28.5% |
| 1Y | -64.3% | +30.0% | -94.3% | -65.2% |
| All | -60.0% | +172.7% | -232.7% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling