-10.0%
CRM vs FISV
-4.0%
-6.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.2% | -4.0% | -0.7% |
| 7D | -6.2% | +29.6% | -35.8% | -18.0% |
| 30D | -1.2% | +34.5% | -35.6% | -15.3% |
| 3M | +19.1% | +11.2% | +7.9% | +12.9% |
| 6M | +23.0% | -1.2% | +24.2% | +22.5% |
| YTD | -13.7% | -7.6% | -6.1% | -9.9% |
| 1Y | -10.0% | -3.7% | -6.3% | -8.3% |
| All | -10.0% | -4.0% | -6.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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