-64.3%
FISV vs CL
+7.3%
-71.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -6.4% | -2.3% | -4.1% | -5.6% |
| 30D | -6.8% | -5.5% | -1.3% | -4.8% |
| 3M | -10.0% | +0.8% | -10.8% | -9.7% |
| 6M | -20.6% | -4.2% | -16.4% | -18.7% |
| YTD | -27.6% | +13.4% | -41.0% | -36.1% |
| 1Y | -64.3% | +7.1% | -71.4% | -66.8% |
| All | -64.3% | +7.3% | -71.7% | -66.8% |
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