-42.6%
CCL vs FISV
+3.1%
-45.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | -2.1% |
| 7D | -3.2% | -2.7% | -0.6% | -1.8% |
| 30D | -17.8% | 0.0% | -17.8% | -18.2% |
| 3M | -18.7% | -2.8% | -15.9% | -18.7% |
| 6M | -11.4% | -11.8% | +0.4% | -6.8% |
| YTD | -24.3% | -23.2% | -1.1% | -13.8% |
| 1Y | -28.8% | -62.0% | +33.2% | +14.0% |
| 3Y | +49.3% | -57.6% | +106.9% | +89.9% |
| 5Y | +1.6% | -53.4% | +55.0% | +16.2% |
| All | -42.6% | +3.1% | -45.8% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FISV 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling