+11,131.7%
FISV vs CI
+7,591.2%
+3,540.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.7% |
| 30D | -2.1% | +4.4% | -6.5% | -3.3% |
| 3M | -5.7% | +0.7% | -6.4% | -6.1% |
| 6M | -15.3% | +0.3% | -15.7% | -15.8% |
| YTD | -21.1% | +3.8% | -24.9% | -22.4% |
| 1Y | -61.1% | -5.5% | -55.6% | -60.7% |
| 3Y | -56.8% | +8.1% | -65.0% | -58.8% |
| 5Y | -54.2% | +42.8% | -97.0% | -59.9% |
| 10Y | +1.6% | +143.9% | -142.3% | -25.1% |
| All | +11,131.7% | +7,591.2% | +3,540.5% | +2,881.6% |
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 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