-53.7%
FIS vs CCI
+2.5%
-56.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.1% |
| 7D | +2.8% | +2.5% | +0.3% | +2.7% |
| 30D | -16.7% | +14.4% | -31.1% | -18.2% |
| 3M | -32.3% | +21.7% | -54.0% | -34.2% |
| 6M | -29.1% | +4.0% | -33.1% | -29.0% |
| YTD | -54.1% | +6.2% | -60.3% | -54.0% |
| 1Y | -53.7% | +5.4% | -59.1% | -53.6% |
| All | -53.7% | +2.5% | -56.2% | -53.6% |
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 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