-27.2%
CCL vs FISV
-64.0%
+36.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -4.3% | -7.2% | +2.9% | -3.4% |
| 30D | -19.0% | -7.2% | -11.8% | -18.2% |
| 3M | -13.1% | -8.2% | -4.9% | -12.4% |
| 6M | -13.3% | -17.7% | +4.4% | -11.7% |
| YTD | -25.2% | -27.2% | +1.9% | -23.5% |
| 1Y | -27.2% | -63.0% | +35.8% | -24.5% |
| All | -27.2% | -64.0% | +36.8% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling