+27.4%
FISV vs CME
+308.7%
-281.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | +1.4% | +3.9% | -2.5% | -0.4% |
| 30D | +38.4% | +11.3% | +27.1% | +31.6% |
| 3M | +14.9% | +19.6% | -4.6% | +5.4% |
| 6M | +21.8% | +8.1% | +13.7% | +16.7% |
| YTD | -5.0% | +20.4% | -25.4% | -14.6% |
| 1Y | -1.2% | +16.5% | -17.7% | -9.7% |
| 3Y | -47.5% | +66.4% | -114.0% | -60.8% |
| 5Y | -36.7% | +74.5% | -111.2% | -54.8% |
| All | +27.4% | +308.7% | -281.3% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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