+13,416.2%
FISV vs COO
+5,381.5%
+8,034.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | +0.5% | +1.0% | +1.4% |
| 30D | +38.4% | +14.2% | +24.3% | +37.0% |
| 3M | +14.9% | -18.2% | +33.1% | +16.6% |
| 6M | +21.8% | +5.3% | +16.4% | +21.1% |
| YTD | -5.0% | -23.6% | +18.5% | -3.2% |
| 1Y | -1.2% | -12.7% | +11.5% | -0.3% |
| 3Y | -47.5% | -24.2% | -23.3% | -46.7% |
| 5Y | -36.7% | -40.0% | +3.2% | -34.8% |
| 10Y | +26.9% | +41.6% | -14.7% | +24.7% |
| All | +13,416.2% | +5,381.5% | +8,034.7% | +12,605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling