-36.2%
FISV vs CMS
+36.1%
-72.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +22.3% | -0.9% | +23.2% | +22.6% |
| 30D | +39.2% | +7.1% | +32.1% | +36.2% |
| 3M | +21.2% | -1.3% | +22.5% | +21.6% |
| 6M | +14.5% | -2.7% | +17.1% | +15.3% |
| YTD | -5.4% | +2.6% | -8.1% | -6.8% |
| 1Y | -0.3% | -2.0% | +1.7% | -0.3% |
| 3Y | -46.8% | +39.6% | -86.4% | -52.9% |
| 5Y | -36.2% | +35.3% | -71.6% | -41.1% |
| All | -36.2% | +36.1% | -72.3% | -41.1% |
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 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