-57.6%
FISV vs CLX
-36.5%
-21.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.6% | +5.8% |
| 7D | -2.7% | -5.7% | +3.0% | -0.9% |
| 30D | 0.0% | -17.0% | +17.1% | +5.9% |
| 3M | -2.8% | -9.7% | +6.9% | +0.2% |
| 6M | -11.8% | -19.8% | +8.0% | -5.5% |
| YTD | -23.2% | -9.8% | -13.4% | -22.2% |
| 1Y | -62.0% | -26.2% | -35.8% | -58.2% |
| 3Y | -57.6% | -36.2% | -21.4% | -53.5% |
| All | -57.6% | -36.5% | -21.2% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling