-3.7%
FISV vs CMI
+10.9%
-14.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.8% | +12.0% | +5.1% |
| 7D | +29.6% | -11.2% | +40.9% | +26.9% |
| 30D | +34.5% | -9.8% | +44.3% | +32.0% |
| 3M | +11.2% | -25.5% | +36.8% | +5.7% |
| 6M | -1.2% | -27.7% | +26.4% | -6.9% |
| YTD | -7.6% | -6.6% | -1.0% | -14.5% |
| 1Y | -3.7% | +11.7% | -15.4% | -9.7% |
| All | -3.7% | +10.9% | -14.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling