+634.2%
FISV vs CRL
+1,379.5%
-745.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | -2.1% | +10.7% | -12.7% | -4.7% |
| 3M | -5.7% | +55.3% | -61.0% | -16.6% |
| 6M | -15.3% | +60.7% | -76.0% | -26.5% |
| YTD | -21.1% | +44.6% | -65.7% | -29.7% |
| 1Y | -61.1% | +77.7% | -138.8% | -67.1% |
| 3Y | -56.8% | +37.6% | -94.5% | -63.1% |
| 5Y | -54.2% | -35.8% | -18.4% | -53.1% |
| 10Y | +1.6% | +241.7% | -240.2% | -35.2% |
| All | +634.2% | +1,379.5% | -745.3% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling