+13,416.2%
FISV vs CI
+8,030.3%
+5,385.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | +1.2% | +0.3% | +1.1% |
| 30D | +38.4% | +2.6% | +35.9% | +37.5% |
| 3M | +14.9% | +7.4% | +7.5% | +12.6% |
| 6M | +21.8% | -0.1% | +21.9% | +21.3% |
| YTD | -5.0% | +9.7% | -14.8% | -8.1% |
| 1Y | -1.2% | +12.1% | -13.3% | -4.9% |
| 3Y | -47.5% | +7.0% | -54.6% | -49.8% |
| 5Y | -36.7% | +49.7% | -86.4% | -45.4% |
| 10Y | +26.9% | +147.2% | -120.3% | -6.8% |
| All | +13,416.2% | +8,030.3% | +5,385.8% | +3,432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling