-47.5%
FISV vs COR
+86.2%
-133.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.8% | +3.2% |
| 7D | +1.4% | +7.8% | -6.4% | +0.2% |
| 30D | +38.4% | +7.0% | +31.4% | +36.9% |
| 3M | +14.9% | +16.3% | -1.3% | +12.3% |
| 6M | +21.8% | +41.3% | -19.5% | +16.1% |
| YTD | -5.0% | +7.1% | -12.2% | -7.1% |
| 1Y | -1.2% | -0.8% | -0.3% | -2.1% |
| 3Y | -47.5% | +85.0% | -132.5% | -51.8% |
| All | -47.5% | +86.2% | -133.7% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling