-3.7%
FISV vs COR
+5.5%
-9.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.3% | +5.7% |
| 7D | +29.6% | +9.1% | +20.5% | +28.5% |
| 30D | +34.5% | +12.4% | +22.1% | +33.0% |
| 3M | +11.2% | +15.8% | -4.6% | +9.9% |
| 6M | -1.2% | +17.1% | -18.3% | -3.1% |
| YTD | -7.6% | +5.4% | -13.1% | -9.0% |
| 1Y | -3.7% | +3.5% | -7.3% | -5.5% |
| All | -3.7% | +5.5% | -9.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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