+13,318.7%
FISV vs CL
+5,423.1%
+7,895.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +8.4% | +2.6% | +5.8% | +7.4% |
| 30D | +38.8% | +11.8% | +27.0% | +33.1% |
| 3M | +21.3% | +5.9% | +15.4% | +18.6% |
| 6M | +14.1% | +13.3% | +0.8% | +8.7% |
| YTD | -5.7% | +27.1% | -32.8% | -14.6% |
| 1Y | -0.8% | +28.0% | -28.8% | -10.4% |
| 3Y | -47.9% | +39.4% | -87.3% | -54.6% |
| 5Y | -36.8% | +40.8% | -77.6% | -45.5% |
| 10Y | +26.9% | +84.9% | -58.0% | -1.4% |
| All | +13,318.7% | +5,423.1% | +7,895.6% | +4,143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling