-3.7%
FISV vs CMS
+1.4%
-5.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +6.1% |
| 7D | +29.6% | +4.1% | +25.6% | +29.0% |
| 30D | +34.5% | +10.9% | +23.6% | +33.5% |
| 3M | +11.2% | -0.2% | +11.5% | +10.6% |
| 6M | -1.2% | -4.7% | +3.5% | -1.2% |
| YTD | -7.6% | +3.9% | -11.5% | -6.4% |
| 1Y | -3.7% | +0.4% | -4.1% | -2.4% |
| All | -3.7% | +1.4% | -5.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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