+783.5%
FISV vs CRL
+1,633.2%
-849.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +38.4% | +11.9% | +26.5% | +33.5% |
| 3M | +14.9% | +20.2% | -5.2% | +8.6% |
| 6M | +21.8% | +107.5% | -85.7% | -1.2% |
| YTD | -5.0% | +69.4% | -74.5% | -19.5% |
| 1Y | -1.2% | +99.7% | -100.9% | -19.9% |
| 3Y | -47.5% | +98.8% | -146.3% | -59.6% |
| 5Y | -36.7% | -12.4% | -24.3% | -40.6% |
| 10Y | +26.9% | +352.9% | -326.0% | -25.0% |
| All | +783.5% | +1,633.2% | -849.6% | +330.9% |
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