+44.7%
CCL vs FIS
+374.5%
-329.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.6% |
| 7D | -5.0% | +1.1% | -6.1% | -5.6% |
| 30D | -20.3% | -2.2% | -18.1% | -19.5% |
| 3M | -15.1% | +2.1% | -17.3% | -16.6% |
| 6M | -15.1% | -14.7% | -0.4% | -9.3% |
| YTD | -21.8% | -35.7% | +13.9% | -2.8% |
| 1Y | -24.8% | -37.1% | +12.3% | -5.8% |
| 3Y | +51.9% | -20.0% | +71.9% | +64.2% |
| 5Y | +4.0% | -62.1% | +66.2% | +62.2% |
| 10Y | -42.2% | -37.4% | -4.8% | -24.1% |
| All | +44.7% | +374.5% | -329.8% | -8.2% |
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