+807.8%
CCL vs FISV
+11,002.6%
-10,194.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -20.3% | -2.1% | -18.3% | -19.8% |
| 3M | -15.1% | -5.7% | -9.4% | -13.8% |
| 6M | -15.1% | -15.3% | +0.2% | -10.3% |
| YTD | -21.8% | -21.1% | -0.7% | -15.2% |
| 1Y | -24.8% | -61.1% | +36.3% | +1.8% |
| 3Y | +51.9% | -56.8% | +108.7% | +91.7% |
| 5Y | +4.0% | -54.2% | +58.2% | +29.3% |
| 10Y | -42.2% | +1.6% | -43.8% | -43.6% |
| All | +807.8% | +11,002.6% | -10,194.8% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling