-62.0%
FISV vs CRS
+79.6%
-141.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.3% |
| 7D | -2.7% | -6.8% | +4.1% | -3.4% |
| 30D | 0.0% | -16.1% | +16.2% | -1.9% |
| 3M | -2.8% | -21.2% | +18.4% | -5.4% |
| 6M | -11.8% | +8.7% | -20.5% | -11.4% |
| YTD | -23.2% | +41.0% | -64.2% | -19.3% |
| 1Y | -62.0% | +82.7% | -144.7% | -59.8% |
| All | -62.0% | +79.6% | -141.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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