+22.9%
FISV vs CLF
+80.0%
-57.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.7% |
| 7D | -2.0% | +16.0% | -17.9% | -3.9% |
| 30D | +31.8% | +1.6% | +30.2% | +30.6% |
| 3M | +19.3% | +6.7% | +12.6% | +17.1% |
| 6M | +12.1% | +21.1% | -9.1% | +7.0% |
| YTD | -8.4% | -1.6% | -6.9% | -11.0% |
| 1Y | -4.5% | +18.5% | -23.0% | -9.7% |
| 3Y | -49.4% | -21.0% | -28.4% | -51.8% |
| 5Y | -39.0% | -41.4% | +2.4% | -41.3% |
| All | +22.9% | +80.0% | -57.1% | -14.1% |
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 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