-3.7%
FISV vs CL
+33.4%
-37.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +3.0% | +5.4% |
| 7D | +29.6% | +7.7% | +21.9% | +27.1% |
| 30D | +34.5% | +15.2% | +19.2% | +30.4% |
| 3M | +11.2% | +7.3% | +3.9% | +9.1% |
| 6M | -1.2% | +17.0% | -18.2% | -3.1% |
| YTD | -7.6% | +28.0% | -35.6% | -13.0% |
| 1Y | -3.7% | +32.1% | -35.8% | -9.7% |
| All | -3.7% | +33.4% | -37.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling