+523.7%
FISV vs CME
+7,469.3%
-6,945.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.3% | -1.6% | +1.2% | +0.2% |
| 30D | -2.1% | +6.2% | -8.3% | -4.0% |
| 3M | -5.7% | +10.4% | -16.2% | -9.0% |
| 6M | -15.3% | -9.5% | -5.8% | -13.0% |
| YTD | -21.1% | +6.0% | -27.1% | -23.3% |
| 1Y | -61.1% | +9.3% | -70.4% | -62.4% |
| 3Y | -56.8% | +57.7% | -114.5% | -63.7% |
| 5Y | -54.2% | +77.7% | -131.9% | -63.2% |
| 10Y | +1.6% | +281.2% | -279.6% | -35.6% |
| All | +523.7% | +7,469.3% | -6,945.6% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling