-55.8%
FISV vs COO
-40.5%
-15.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.1% |
| 7D | -1.6% | -2.3% | +0.7% | -0.7% |
| 30D | -3.0% | -8.8% | +5.9% | +0.2% |
| 3M | -3.5% | +1.3% | -4.9% | -3.9% |
| 6M | -19.4% | -11.6% | -7.8% | -16.0% |
| YTD | -24.3% | -17.4% | -6.9% | -19.2% |
| 1Y | -62.4% | -1.6% | -60.8% | -62.0% |
| 3Y | -58.2% | -22.6% | -35.5% | -56.0% |
| All | -55.8% | -40.5% | -15.3% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling