-57.7%
FISV vs CMS
+23.1%
-80.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -6.8% | -1.3% | -5.5% | -6.5% |
| 3M | -10.0% | -5.4% | -4.6% | -8.4% |
| 6M | -20.6% | -10.3% | -10.3% | -18.0% |
| YTD | -27.6% | -0.2% | -27.3% | -28.0% |
| 1Y | -64.3% | -0.9% | -63.5% | -64.3% |
| 3Y | -60.0% | +34.0% | -93.9% | -64.0% |
| 5Y | -57.7% | +23.6% | -81.3% | -61.0% |
| All | -57.7% | +23.1% | -80.8% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling