+238.9%
CRM vs FISV
+3.1%
+235.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | -0.5% |
| 7D | -4.4% | -2.7% | -1.8% | -3.3% |
| 30D | +28.1% | 0.0% | +28.1% | +28.0% |
| 3M | +48.8% | -2.8% | +51.6% | +50.0% |
| 6M | +28.3% | -11.8% | +40.1% | +34.6% |
| YTD | -6.0% | -23.2% | +17.2% | +4.5% |
| 1Y | +1.4% | -62.0% | +63.4% | +42.1% |
| 3Y | +11.8% | -57.6% | +69.5% | +33.3% |
| 5Y | -2.0% | -53.4% | +51.4% | +7.4% |
| All | +238.9% | +3.1% | +235.8% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling