-26.9%
CCL vs FIS
-42.9%
+16.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.3% | -1.1% |
| 7D | -4.4% | -9.1% | +4.7% | -1.7% |
| 30D | -18.2% | -10.4% | -7.8% | -15.5% |
| 3M | -17.7% | -3.7% | -14.0% | -17.0% |
| 6M | -13.0% | -24.8% | +11.8% | -4.9% |
| YTD | -24.5% | -41.6% | +17.1% | -10.6% |
| 1Y | -26.9% | -42.7% | +15.8% | -13.6% |
| All | -26.9% | -42.9% | +16.0% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling