-56.5%
FISV vs CLF
-48.3%
-8.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -3.8% |
| 7D | -1.6% | +6.5% | -8.1% | -2.3% |
| 30D | -3.0% | +0.2% | -3.2% | -3.1% |
| 3M | -3.5% | -3.1% | -0.5% | -3.7% |
| 6M | -19.4% | +25.0% | -44.4% | -22.6% |
| YTD | -24.3% | -7.5% | -16.8% | -25.0% |
| 1Y | -62.4% | +11.5% | -73.9% | -64.0% |
| 3Y | -58.2% | -13.7% | -44.5% | -60.2% |
| 5Y | -56.5% | -47.0% | -9.5% | -56.6% |
| All | -56.5% | -48.3% | -8.3% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling