-61.1%
FISV vs CLF
+20.0%
-81.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | -0.3% | +7.6% | -7.9% | -0.8% |
| 30D | -2.1% | -1.2% | -0.9% | -2.1% |
| 3M | -5.7% | -13.4% | +7.6% | -4.7% |
| 6M | -15.3% | +15.4% | -30.8% | -17.1% |
| YTD | -21.1% | -5.9% | -15.2% | -21.7% |
| 1Y | -61.1% | +18.8% | -79.9% | -61.1% |
| All | -61.1% | +20.0% | -81.0% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling