-53.1%
FISV vs CMI
+164.8%
-217.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | 0.0% | -12.4% | +12.4% | +2.1% |
| 3M | -2.8% | -14.8% | +12.0% | -1.1% |
| 6M | -11.8% | +0.8% | -12.6% | -14.9% |
| YTD | -23.2% | +10.2% | -33.4% | -28.1% |
| 1Y | -62.0% | +37.4% | -99.4% | -67.2% |
| 3Y | -57.6% | +153.3% | -210.9% | -73.1% |
| All | -53.1% | +164.8% | -217.9% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling