-37.4%
FISV vs CME
+74.8%
-112.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | +1.4% | +3.9% | -2.5% | +0.3% |
| 30D | +38.4% | +11.3% | +27.1% | +34.2% |
| 3M | +14.9% | +19.6% | -4.6% | +9.1% |
| 6M | +21.8% | +8.1% | +13.7% | +18.6% |
| YTD | -5.0% | +20.4% | -25.4% | -11.2% |
| 1Y | -1.2% | +16.5% | -17.7% | -6.6% |
| 3Y | -47.5% | +66.4% | -114.0% | -56.7% |
| All | -37.4% | +74.8% | -112.2% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling