+1,340.4%
CRWD vs FISV
-45.5%
+1,385.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.8% | -7.2% | +4.4% | -0.4% |
| 30D | -5.9% | -7.2% | +1.3% | -3.5% |
| 3M | +29.0% | -8.2% | +37.1% | +31.5% |
| 6M | +91.5% | -17.7% | +109.2% | +102.2% |
| YTD | +78.2% | -27.2% | +105.4% | +96.0% |
| 1Y | +96.6% | -63.0% | +159.6% | +158.1% |
| 3Y | +397.0% | -59.8% | +456.8% | +486.5% |
| 5Y | +218.9% | -55.8% | +274.7% | +250.8% |
| All | +1,340.4% | -45.5% | +1,385.9% | +1,716.3% |
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 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