-2.0%
FISV vs CRH
-17.3%
+15.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.8% |
| 7D | +29.4% | +5.3% | +24.1% | +27.7% |
| 30D | +38.0% | +14.2% | +23.8% | +33.8% |
| 3M | +15.9% | -4.2% | +20.1% | +16.0% |
| 6M | +9.5% | -14.5% | +24.0% | +11.5% |
| YTD | -6.6% | -22.7% | +16.1% | -3.9% |
| 1Y | -2.0% | -16.6% | +14.6% | -1.2% |
| All | -2.0% | -17.3% | +15.4% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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