-3.3%
FISV vs CME
+280.4%
-283.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -7.2% | -2.4% | -4.8% | -6.1% |
| 30D | -7.2% | +6.2% | -13.4% | -9.8% |
| 3M | -8.2% | +4.4% | -12.5% | -10.2% |
| 6M | -17.7% | -9.6% | -8.0% | -14.4% |
| YTD | -27.2% | +3.8% | -30.9% | -29.6% |
| 1Y | -63.0% | +9.5% | -72.5% | -65.0% |
| 3Y | -59.8% | +51.9% | -111.7% | -68.7% |
| 5Y | -55.8% | +78.7% | -134.5% | -69.2% |
| All | -3.3% | +280.4% | -283.6% | -44.3% |
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