-57.6%
FISV vs CMI
+150.2%
-207.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.7% |
| 30D | 0.0% | -12.4% | +12.4% | -0.4% |
| 3M | -2.8% | -14.8% | +12.0% | -3.5% |
| 6M | -11.8% | +0.8% | -12.6% | -14.0% |
| YTD | -23.2% | +10.2% | -33.4% | -25.7% |
| 1Y | -62.0% | +37.4% | -99.4% | -64.1% |
| 3Y | -57.6% | +153.3% | -210.9% | -67.1% |
| All | -57.6% | +150.2% | -207.8% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling