-56.5%
FISV vs CI
+40.1%
-96.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | -1.6% | -2.0% | +0.4% | -1.0% |
| 30D | -3.0% | -1.8% | -1.1% | -2.5% |
| 3M | -3.5% | -4.2% | +0.7% | -2.6% |
| 6M | -19.4% | +2.7% | -22.1% | -20.4% |
| YTD | -24.3% | +1.9% | -26.2% | -25.2% |
| 1Y | -62.4% | -6.3% | -56.1% | -61.8% |
| 3Y | -58.2% | +3.9% | -62.0% | -59.2% |
| 5Y | -56.5% | +41.9% | -98.4% | -63.6% |
| All | -56.5% | +40.1% | -96.7% | -63.6% |
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