-3.0%
FISV vs CMS
+116.0%
-118.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.9% |
| 7D | -6.4% | +0.2% | -6.6% | -6.5% |
| 30D | -6.8% | -1.3% | -5.5% | -6.3% |
| 3M | -10.0% | -5.4% | -4.6% | -7.7% |
| 6M | -20.6% | -10.3% | -10.3% | -16.9% |
| YTD | -27.6% | -0.2% | -27.3% | -28.1% |
| 1Y | -64.3% | -0.9% | -63.5% | -64.4% |
| 3Y | -60.0% | +34.0% | -93.9% | -66.0% |
| 5Y | -57.7% | +23.6% | -81.3% | -63.3% |
| 10Y | -3.0% | +122.2% | -125.2% | -31.4% |
| All | -3.0% | +116.0% | -118.9% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling