-3.7%
FISV vs CRL
+85.3%
-89.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.3% | +13.5% | +7.1% |
| 7D | +29.6% | -12.8% | +42.4% | +31.7% |
| 30D | +34.5% | +5.0% | +29.5% | +32.5% |
| 3M | +11.2% | +39.4% | -28.1% | +4.4% |
| 6M | -1.2% | +89.4% | -90.6% | -13.0% |
| YTD | -7.6% | +63.6% | -71.2% | -14.3% |
| 1Y | -3.7% | +83.5% | -87.2% | -13.2% |
| All | -3.7% | +85.3% | -89.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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