-41.7%
CCL vs FIS
-41.9%
+0.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.3% | +0.2% |
| 7D | -4.4% | -9.1% | +4.7% | +1.8% |
| 30D | -18.2% | -10.4% | -7.8% | -12.2% |
| 3M | -17.7% | -3.7% | -14.0% | -16.6% |
| 6M | -13.0% | -24.8% | +11.8% | +3.0% |
| YTD | -24.5% | -41.6% | +17.1% | +6.4% |
| 1Y | -26.9% | -42.7% | +15.8% | +3.8% |
| 3Y | +50.8% | -26.2% | +77.0% | +71.1% |
| 5Y | -0.9% | -66.1% | +65.2% | +100.2% |
| 10Y | -41.7% | -40.9% | -0.8% | +3.8% |
| All | -41.7% | -41.9% | +0.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FIS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling