-57.6%
FISV vs CLBK
+52.2%
-109.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | 0.0% | -1.0% | +1.1% | +0.4% |
| 3M | -2.8% | +22.9% | -25.7% | -8.7% |
| 6M | -11.8% | +44.2% | -56.0% | -21.2% |
| YTD | -23.2% | +64.0% | -87.2% | -34.1% |
| 1Y | -62.0% | +65.7% | -127.7% | -67.3% |
| 3Y | -57.6% | +54.1% | -111.7% | -63.7% |
| All | -57.6% | +52.2% | -109.8% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling