-62.2%
FIS vs CCI
-51.4%
-10.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -2.2% | +2.7% | -4.9% | -3.1% |
| 3M | +2.1% | -18.2% | +20.3% | +9.4% |
| 6M | -14.7% | -14.8% | +0.1% | -10.1% |
| YTD | -35.7% | -12.6% | -23.1% | -33.2% |
| 1Y | -37.1% | -16.7% | -20.3% | -33.5% |
| 3Y | -20.0% | -10.5% | -9.5% | -19.7% |
| All | -62.2% | -51.4% | -10.8% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling