-36.2%
FISV vs CL
+41.6%
-77.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | +22.3% | +0.5% | +21.8% | +22.0% |
| 30D | +39.2% | +11.6% | +27.6% | +33.3% |
| 3M | +21.2% | +5.6% | +15.6% | +18.5% |
| 6M | +14.5% | +13.2% | +1.3% | +9.0% |
| YTD | -5.4% | +26.9% | -32.4% | -15.1% |
| 1Y | -0.3% | +27.3% | -27.6% | -10.7% |
| 3Y | -46.8% | +39.7% | -86.5% | -55.1% |
| 5Y | -36.2% | +41.3% | -77.6% | -46.6% |
| All | -36.2% | +41.6% | -77.9% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling