-3.7%
FISV vs CLF
+12.5%
-16.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.2% | +15.4% | +6.4% |
| 7D | +29.6% | -7.9% | +37.5% | +29.8% |
| 30D | +34.5% | +5.2% | +29.2% | +33.5% |
| 3M | +11.2% | +4.3% | +6.9% | +10.3% |
| 6M | -1.2% | +25.3% | -26.5% | -3.4% |
| YTD | -7.6% | -3.3% | -4.3% | -8.8% |
| 1Y | -3.7% | +20.2% | -23.9% | -7.9% |
| All | -3.7% | +12.5% | -16.3% | -7.9% |
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