-3.0%
FISV vs CLF
+116.4%
-119.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.1% |
| 7D | -6.4% | -2.7% | -3.7% | -6.1% |
| 30D | -6.8% | -3.2% | -3.6% | -6.5% |
| 3M | -10.0% | -5.0% | -5.0% | -10.0% |
| 6M | -20.6% | +26.6% | -47.2% | -24.3% |
| YTD | -27.6% | -9.0% | -18.6% | -28.2% |
| 1Y | -64.3% | +11.8% | -76.2% | -66.0% |
| 3Y | -60.0% | -15.1% | -44.9% | -62.1% |
| 5Y | -57.7% | -48.2% | -9.5% | -58.4% |
| 10Y | -3.0% | +127.6% | -130.6% | -35.3% |
| All | -3.0% | +116.4% | -119.4% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling