+2.0%
FISV vs CLX
-3.7%
+5.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.6% | +5.7% |
| 7D | -2.7% | -5.7% | +3.0% | -1.3% |
| 30D | 0.0% | -17.0% | +17.1% | +4.5% |
| 3M | -2.8% | -9.7% | +6.9% | -0.5% |
| 6M | -11.8% | -19.8% | +8.0% | -7.5% |
| YTD | -23.2% | -9.8% | -13.4% | -22.0% |
| 1Y | -62.0% | -26.2% | -35.8% | -59.3% |
| 3Y | -57.6% | -36.2% | -21.4% | -53.5% |
| 5Y | -53.4% | -38.3% | -15.1% | -49.3% |
| All | +2.0% | -3.7% | +5.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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