+2,574.8%
FISV vs CCJ
+1,583.6%
+991.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | -2.1% | +6.9% | -8.9% | -3.3% |
| 3M | -5.7% | -11.6% | +5.9% | -4.4% |
| 6M | -15.3% | -16.2% | +0.9% | -14.0% |
| YTD | -21.1% | +10.1% | -31.2% | -24.3% |
| 1Y | -61.1% | +32.3% | -93.4% | -64.3% |
| 3Y | -56.8% | +171.3% | -228.1% | -66.7% |
| 5Y | -54.2% | +372.4% | -426.6% | -69.5% |
| 10Y | +1.6% | +1,070.0% | -1,068.4% | -48.5% |
| All | +2,574.8% | +1,583.6% | +991.1% | +962.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling