-55.5%
FIS vs CCI
+59.7%
-115.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | -27.4% | +3.2% | -30.6% | -28.8% |
| 30D | -16.8% | +12.2% | -29.0% | -21.4% |
| 3M | -32.6% | +23.1% | -55.8% | -39.1% |
| 6M | -33.4% | +1.3% | -34.7% | -35.0% |
| YTD | -56.0% | +4.5% | -60.5% | -58.0% |
| 1Y | -55.1% | +2.3% | -57.4% | -56.8% |
| 3Y | -41.4% | +9.8% | -51.2% | -46.6% |
| 5Y | -72.7% | -36.5% | -36.1% | -68.5% |
| 10Y | -55.5% | +64.7% | -120.1% | -61.6% |
| All | -55.5% | +59.7% | -115.2% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling