+2,678.6%
FISV vs COR
+17,545.2%
-14,866.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | -0.3% | +2.8% | -3.1% | -1.0% |
| 30D | -2.1% | +4.5% | -6.6% | -3.2% |
| 3M | -5.7% | +22.7% | -28.4% | -10.5% |
| 6M | -15.3% | -9.7% | -5.6% | -13.8% |
| YTD | -21.1% | -1.4% | -19.7% | -21.7% |
| 1Y | -61.1% | +13.9% | -75.0% | -62.8% |
| 3Y | -56.8% | +94.0% | -150.8% | -64.2% |
| 5Y | -54.2% | +184.0% | -238.2% | -65.6% |
| 10Y | +1.6% | +406.8% | -405.2% | -35.7% |
| All | +2,678.6% | +17,545.2% | -14,866.6% | +775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling