-62.0%
FISV vs CRL
+80.5%
-142.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.0% |
| 7D | -2.7% | -3.5% | +0.9% | -1.8% |
| 30D | 0.0% | -2.1% | +2.2% | +0.5% |
| 3M | -2.8% | +48.0% | -50.8% | -13.0% |
| 6M | -11.8% | +64.7% | -76.6% | -24.4% |
| YTD | -23.2% | +39.5% | -62.7% | -29.4% |
| 1Y | -62.0% | +74.2% | -136.2% | -65.0% |
| All | -62.0% | +80.5% | -142.5% | -65.0% |
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