-40.4%
CCL vs FIS
-39.9%
-0.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | +2.7% |
| 7D | -0.1% | -3.5% | +3.3% | +2.1% |
| 30D | -20.0% | -7.8% | -12.1% | -15.7% |
| 3M | -13.7% | +0.8% | -14.5% | -15.1% |
| 6M | -9.0% | -21.9% | +12.9% | +5.0% |
| YTD | -22.8% | -39.5% | +16.7% | +6.2% |
| 1Y | -25.3% | -41.0% | +15.7% | +4.0% |
| 3Y | +54.1% | -23.6% | +77.7% | +70.8% |
| 5Y | +3.5% | -65.6% | +69.1% | +108.0% |
| All | -40.4% | -39.9% | -0.5% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling