-61.1%
FISV vs COR
+12.8%
-73.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | -2.1% | +4.5% | -6.6% | -2.4% |
| 3M | -5.7% | +22.7% | -28.4% | -7.3% |
| 6M | -15.3% | -9.7% | -5.6% | -17.0% |
| YTD | -21.1% | -1.4% | -19.7% | -22.7% |
| 1Y | -61.1% | +13.9% | -75.0% | -64.5% |
| All | -61.1% | +12.8% | -73.9% | -64.5% |
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