+2.0%
FISV vs CRH
+253.3%
-251.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.0% |
| 7D | -2.7% | -6.1% | +3.4% | -0.1% |
| 30D | 0.0% | -9.3% | +9.3% | +4.1% |
| 3M | -2.8% | -15.2% | +12.4% | +3.4% |
| 6M | -11.8% | -14.2% | +2.4% | -7.4% |
| YTD | -23.2% | -28.3% | +5.0% | -13.4% |
| 1Y | -62.0% | -21.8% | -40.2% | -58.7% |
| 3Y | -57.6% | +71.6% | -129.2% | -68.8% |
| 5Y | -53.4% | +96.6% | -150.0% | -68.7% |
| All | +2.0% | +253.3% | -251.3% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling