+47.5%
CCL vs FISV
-59.8%
+107.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -4.3% | -7.2% | +2.9% | -2.6% |
| 30D | -19.0% | -7.2% | -11.8% | -17.6% |
| 3M | -13.1% | -8.2% | -4.9% | -11.7% |
| 6M | -13.3% | -17.7% | +4.4% | -9.8% |
| YTD | -25.2% | -27.2% | +1.9% | -20.2% |
| 1Y | -27.2% | -63.0% | +35.8% | -12.1% |
| All | +47.5% | -59.8% | +107.3% | +36.0% |
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