-55.8%
FISV vs CLX
-37.2%
-18.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -7.2% | -5.9% | -1.4% | -5.6% |
| 30D | -7.2% | -17.0% | +9.8% | -2.3% |
| 3M | -8.2% | -9.6% | +1.4% | -5.6% |
| 6M | -17.7% | -21.5% | +3.8% | -12.2% |
| YTD | -27.2% | -8.8% | -18.3% | -26.2% |
| 1Y | -63.0% | -24.7% | -38.3% | -60.0% |
| 3Y | -59.8% | -35.6% | -24.1% | -55.2% |
| 5Y | -55.8% | -37.6% | -18.2% | -52.7% |
| All | -55.8% | -37.2% | -18.6% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling