-53.9%
FISV vs CL
+28.4%
-82.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -0.3% | -2.2% | +1.8% | +0.5% |
| 30D | -2.1% | -4.8% | +2.8% | -0.2% |
| 3M | -5.7% | +4.9% | -10.7% | -7.4% |
| 6M | -15.3% | -5.7% | -9.6% | -13.5% |
| YTD | -21.1% | +14.4% | -35.5% | -26.2% |
| 1Y | -61.1% | +8.7% | -69.8% | -62.7% |
| 3Y | -56.8% | +30.0% | -86.8% | -62.7% |
| All | -53.9% | +28.4% | -82.3% | -60.0% |
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