-0.9%
CCL vs FISV
-58.4%
+57.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.2% | -0.4% |
| 7D | -4.4% | -6.4% | +2.0% | -1.8% |
| 30D | -18.2% | -6.8% | -11.4% | -15.9% |
| 3M | -17.7% | -10.0% | -7.8% | -14.9% |
| 6M | -13.0% | -20.6% | +7.6% | -5.7% |
| YTD | -24.5% | -27.6% | +3.1% | -15.3% |
| 1Y | -26.9% | -64.3% | +37.4% | +4.6% |
| 3Y | +50.8% | -60.0% | +110.7% | +67.0% |
| 5Y | -0.9% | -57.7% | +56.8% | -4.0% |
| All | -0.9% | -58.4% | +57.5% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling