+11,131.7%
FISV vs CL
+4,870.0%
+6,261.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 6M | -15.3% | -5.7% | -9.6% | -13.8% |
| YTD | -21.1% | +14.4% | -35.5% | -25.6% |
| 1Y | -61.1% | +8.7% | -69.8% | -62.4% |
| 3Y | -56.8% | +30.0% | -86.8% | -61.4% |
| 5Y | -54.2% | +28.4% | -82.5% | -59.1% |
| 10Y | +1.6% | +50.1% | -48.5% | -14.9% |
| All | +11,131.7% | +4,870.0% | +6,261.7% | +3,596.4% |
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