+133.6%
CCL vs FISV
-47.4%
+181.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | +13.1% | +38.4% | -25.3% | +5.2% |
| 3M | +3.4% | +14.9% | -11.5% | +0.1% |
| 6M | +18.7% | +21.8% | -3.1% | +12.8% |
| YTD | -2.3% | -5.0% | +2.8% | -2.2% |
| 1Y | +14.2% | -1.2% | +15.4% | +13.3% |
| 3Y | +133.6% | -47.5% | +181.1% | +124.9% |
| All | +133.6% | -47.4% | +181.0% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling