+83.0%
CCL vs FIS
+229.2%
-146.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.6% |
| 7D | +3.1% | -25.5% | +28.6% | +16.2% |
| 30D | +13.7% | -15.1% | +28.7% | +19.1% |
| 3M | +3.8% | -32.1% | +35.9% | +21.8% |
| 6M | +9.3% | -36.1% | +45.3% | +31.1% |
| YTD | -1.1% | -55.4% | +54.3% | +42.8% |
| 1Y | +14.6% | -53.9% | +68.4% | +62.4% |
| 3Y | +146.4% | -39.8% | +186.2% | +195.4% |
| 5Y | +21.9% | -71.1% | +93.0% | +110.5% |
| 10Y | -29.4% | -53.8% | +24.4% | +4.9% |
| All | +83.0% | +229.2% | -146.3% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling