+5,760.6%
CRM vs FISV
+433.0%
+5,327.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | -1.3% |
| 7D | -4.4% | -2.7% | -1.8% | -3.0% |
| 30D | +28.1% | 0.0% | +28.1% | +27.8% |
| 3M | +48.8% | -2.8% | +51.6% | +50.1% |
| 6M | +28.3% | -11.8% | +40.1% | +36.6% |
| YTD | -6.0% | -23.2% | +17.2% | +8.4% |
| 1Y | +1.4% | -62.0% | +63.4% | +59.8% |
| 3Y | +11.8% | -57.6% | +69.5% | +47.2% |
| 5Y | -2.0% | -53.4% | +51.4% | +16.8% |
| 10Y | +239.6% | +2.9% | +236.8% | +94.8% |
| All | +5,760.6% | +433.0% | +5,327.6% | +795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling