-55.8%
FISV vs CLBK
+41.8%
-97.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -7.2% | -1.4% | -5.8% | -6.8% |
| 30D | -7.2% | +4.5% | -11.7% | -8.4% |
| 3M | -8.2% | +22.8% | -31.0% | -13.3% |
| 6M | -17.7% | +43.4% | -61.1% | -25.6% |
| YTD | -27.2% | +64.1% | -91.3% | -36.7% |
| 1Y | -63.0% | +67.6% | -130.5% | -67.9% |
| 3Y | -59.8% | +53.3% | -113.0% | -65.1% |
| 5Y | -55.8% | +44.8% | -100.6% | -63.8% |
| All | -55.8% | +41.8% | -97.6% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling