-38.8%
FIS vs CCI
+19.0%
-57.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | -3.5% | +0.2% | -3.6% | -3.5% |
| 30D | -7.8% | +0.5% | -8.3% | -8.0% |
| 3M | +0.8% | -16.3% | +17.1% | +8.1% |
| 6M | -21.9% | -13.9% | -8.0% | -17.5% |
| YTD | -39.5% | -12.4% | -27.1% | -36.9% |
| 1Y | -41.0% | -15.2% | -25.8% | -37.8% |
| 3Y | -23.6% | -9.9% | -13.7% | -23.5% |
| 5Y | -65.6% | -50.8% | -14.8% | -55.4% |
| All | -38.8% | +19.0% | -57.8% | -40.8% |
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