-51.1%
FIS vs CCI
+7.6%
-58.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.5% | -30.1% | -23.9% |
| 7D | -18.4% | +5.0% | -23.5% | -18.5% |
| 30D | -11.4% | +36.4% | -47.8% | -16.2% |
| 3M | -32.0% | +20.4% | -52.4% | -33.6% |
| 6M | -35.6% | +4.9% | -40.5% | -35.6% |
| YTD | -53.8% | +7.8% | -61.6% | -53.8% |
| 1Y | -51.1% | +7.3% | -58.4% | -51.0% |
| All | -51.1% | +7.6% | -58.7% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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