-40.9%
FIS vs CCI
+17.8%
-58.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -9.1% | -0.3% | -8.8% | -9.0% |
| 30D | -10.4% | +2.1% | -12.6% | -11.2% |
| 3M | -3.7% | -17.8% | +14.1% | +4.0% |
| 6M | -24.8% | -14.2% | -10.6% | -20.4% |
| YTD | -41.6% | -13.3% | -28.2% | -38.8% |
| 1Y | -42.7% | -16.6% | -26.1% | -39.2% |
| 3Y | -26.2% | -10.8% | -15.4% | -25.8% |
| 5Y | -66.1% | -50.3% | -15.8% | -56.3% |
| 10Y | -40.9% | +22.5% | -63.4% | -42.6% |
| All | -40.9% | +17.8% | -58.6% | -42.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling