+11,131.7%
FISV vs COO
+5,988.7%
+5,143.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | -2.1% | -7.0% | +5.0% | -1.5% |
| 3M | -5.7% | +12.2% | -17.9% | -6.6% |
| 6M | -15.3% | -15.1% | -0.2% | -14.3% |
| YTD | -21.1% | -15.1% | -6.0% | -20.1% |
| 1Y | -61.1% | +2.3% | -63.4% | -61.1% |
| 3Y | -56.8% | -23.7% | -33.2% | -56.2% |
| 5Y | -54.2% | -38.9% | -15.3% | -52.8% |
| 10Y | +1.6% | +49.9% | -48.3% | -0.6% |
| All | +11,131.7% | +5,988.7% | +5,143.0% | +10,383.8% |
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