+2.0%
FISV vs CMI
+516.5%
-514.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.1% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | 0.0% | -12.4% | +12.4% | +3.9% |
| 3M | -2.8% | -14.8% | +12.0% | +0.7% |
| 6M | -11.8% | +0.8% | -12.6% | -15.1% |
| YTD | -23.2% | +10.2% | -33.4% | -29.0% |
| 1Y | -62.0% | +37.4% | -99.4% | -68.5% |
| 3Y | -57.6% | +153.3% | -210.9% | -74.1% |
| 5Y | -53.4% | +167.6% | -221.0% | -72.7% |
| All | +2.0% | +516.5% | -514.5% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling