-62.0%
FISV vs COO
-20.3%
-41.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | -2.7% | -22.5% | +19.9% | +8.8% |
| 30D | 0.0% | -29.7% | +29.8% | +17.7% |
| 3M | -2.8% | -20.1% | +17.4% | +6.8% |
| 6M | -11.8% | -26.9% | +15.1% | +3.6% |
| YTD | -23.2% | -34.2% | +11.0% | -3.1% |
| 1Y | -62.0% | -21.3% | -40.7% | -57.0% |
| All | -62.0% | -20.3% | -41.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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