+90.6%
CCL vs FIS
+224.7%
-134.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +4.9% |
| 7D | +3.1% | -29.4% | +32.5% | +19.4% |
| 30D | +17.5% | -16.7% | +34.3% | +24.4% |
| 3M | +6.8% | -33.0% | +39.8% | +26.1% |
| 6M | +18.7% | -33.3% | +52.1% | +39.5% |
| YTD | +3.0% | -56.0% | +59.0% | +49.7% |
| 1Y | +17.7% | -54.6% | +72.3% | +68.1% |
| 3Y | +155.6% | -40.6% | +196.2% | +208.7% |
| 5Y | +30.2% | -71.9% | +102.1% | +128.4% |
| 10Y | -28.5% | -55.3% | +26.9% | +8.0% |
| All | +90.6% | +224.7% | -134.2% | +41.4% |
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