+13,441.6%
FISV vs CLF
+755.7%
+12,685.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | +3.0% | +2.3% | +0.6% | +2.5% |
| 30D | +38.8% | +1.9% | +36.8% | +37.4% |
| 3M | +21.2% | +5.9% | +15.3% | +19.1% |
| 6M | +17.5% | +16.9% | +0.6% | +12.9% |
| YTD | -4.9% | -1.1% | -3.8% | -7.5% |
| 1Y | -0.6% | +28.8% | -29.4% | -6.9% |
| 3Y | -47.4% | -20.6% | -26.8% | -50.0% |
| 5Y | -36.0% | -41.5% | +5.5% | -38.5% |
| 10Y | +27.1% | +87.5% | -60.4% | -7.3% |
| All | +13,441.6% | +755.7% | +12,685.9% | +4,684.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling