+1.4%
FISV vs CL
+54.7%
-53.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -1.6% | -1.4% | -0.2% | -0.9% |
| 30D | -3.0% | -5.2% | +2.3% | -0.4% |
| 3M | -3.5% | +3.3% | -6.8% | -5.0% |
| 6M | -19.4% | -4.4% | -15.0% | -17.9% |
| YTD | -24.3% | +13.9% | -38.2% | -30.0% |
| 1Y | -62.4% | +7.6% | -70.0% | -64.1% |
| 3Y | -58.2% | +29.6% | -87.7% | -64.6% |
| 5Y | -56.5% | +28.1% | -84.6% | -63.3% |
| All | +1.4% | +54.7% | -53.3% | -23.7% |
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 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