+13,441.6%
FISV vs CMS
+471.9%
+12,969.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.0% | -1.1% | +4.1% | +3.3% |
| 30D | +38.8% | +6.6% | +32.2% | +36.4% |
| 3M | +21.2% | +0.8% | +20.4% | +20.9% |
| 6M | +17.5% | -3.3% | +20.8% | +18.4% |
| YTD | -4.9% | +2.7% | -7.6% | -5.9% |
| 1Y | -0.6% | -4.0% | +3.5% | +0.1% |
| 3Y | -47.4% | +37.6% | -85.0% | -52.1% |
| 5Y | -36.0% | +35.4% | -71.5% | -41.9% |
| 10Y | +27.1% | +136.0% | -108.9% | +0.8% |
| All | +13,441.6% | +471.9% | +12,969.7% | +7,042.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling