-47.9%
FISV vs CLF
-21.8%
-26.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.6% |
| 7D | +8.4% | -9.1% | +17.5% | +8.9% |
| 30D | +38.8% | -0.9% | +39.7% | +38.3% |
| 3M | +21.3% | +3.0% | +18.3% | +20.2% |
| 6M | +14.1% | +16.7% | -2.6% | +11.5% |
| YTD | -5.7% | -3.2% | -2.6% | -7.1% |
| 1Y | -0.8% | +24.6% | -25.4% | -4.5% |
| 3Y | -47.9% | -22.3% | -25.6% | -49.6% |
| All | -47.9% | -21.8% | -26.1% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling