+27.1%
FISV vs CL
+84.6%
-57.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | +38.8% | +9.5% | +29.2% | +32.6% |
| 3M | +21.2% | +6.8% | +14.4% | +17.3% |
| 6M | +17.5% | +14.3% | +3.2% | +9.8% |
| YTD | -4.9% | +27.0% | -31.9% | -16.7% |
| 1Y | -0.6% | +26.3% | -26.8% | -12.8% |
| 3Y | -47.4% | +39.3% | -86.7% | -56.9% |
| 5Y | -36.0% | +41.5% | -77.6% | -48.6% |
| 10Y | +27.1% | +84.1% | -57.0% | -10.2% |
| All | +27.1% | +84.6% | -57.5% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling