-65.0%
FISV vs CORZ
+213.0%
-278.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.6% |
| 7D | -7.2% | -3.0% | -4.2% | -7.2% |
| 30D | -7.2% | -12.1% | +4.9% | -7.1% |
| 3M | -8.2% | -32.4% | +24.2% | -7.7% |
| 6M | -17.7% | +12.4% | -30.1% | -18.8% |
| YTD | -27.2% | +19.3% | -46.5% | -28.4% |
| 1Y | -63.0% | +8.6% | -71.6% | -63.7% |
| All | -65.0% | +213.0% | -278.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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