-36.8%
FISV vs CI
+53.6%
-90.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -1.0% |
| 7D | +8.4% | +2.6% | +5.8% | +7.7% |
| 30D | +38.8% | +7.3% | +31.4% | +36.3% |
| 3M | +21.3% | +9.5% | +11.8% | +18.4% |
| 6M | +14.1% | +6.4% | +7.7% | +11.9% |
| YTD | -5.7% | +12.0% | -17.7% | -9.1% |
| 1Y | -0.8% | +20.1% | -20.8% | -6.2% |
| 3Y | -47.9% | +9.6% | -57.5% | -49.6% |
| 5Y | -36.8% | +52.7% | -89.5% | -46.0% |
| All | -36.8% | +53.6% | -90.4% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 5y: compounded portfolio wealth divided by compounded CI 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…
5y analysis · Full analysis span regression · 6 months rolling