-34.0%
CCL vs FISV
+26.5%
-60.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -2.6% |
| 7D | -1.2% | +1.4% | -2.6% | -2.0% |
| 30D | +13.1% | +38.4% | -25.3% | -8.0% |
| 3M | +3.4% | +14.9% | -11.5% | -6.4% |
| 6M | +18.7% | +21.8% | -3.1% | +1.6% |
| YTD | -2.3% | -5.0% | +2.8% | -3.4% |
| 1Y | +14.2% | -1.2% | +15.4% | +9.8% |
| 3Y | +133.6% | -47.5% | +181.1% | +156.9% |
| 5Y | +33.5% | -36.7% | +70.2% | +22.7% |
| All | -34.0% | +26.5% | -60.6% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling