-0.8%
FISV vs CMS
-0.8%
0.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +8.4% | +0.5% | +7.9% | +8.4% |
| 30D | +38.8% | +7.4% | +31.4% | +38.3% |
| 3M | +21.3% | +1.9% | +19.4% | +20.7% |
| 6M | +14.1% | -2.3% | +16.5% | +14.6% |
| YTD | -5.7% | +3.0% | -8.7% | -3.0% |
| 1Y | -0.8% | -2.8% | +2.0% | +0.1% |
| All | -0.8% | -0.8% | 0.0% | +0.1% |
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