+230.6%
FIS vs CCI
+1,044.3%
-813.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -1.7% |
| 7D | -25.5% | -0.1% | -25.4% | -25.8% |
| 30D | -15.1% | +28.4% | -43.4% | -20.7% |
| 3M | -32.1% | +20.0% | -52.1% | -35.7% |
| 6M | -36.1% | +0.8% | -36.8% | -36.9% |
| YTD | -55.4% | +3.6% | -59.0% | -56.5% |
| 1Y | -53.9% | +6.1% | -60.0% | -55.3% |
| 3Y | -39.8% | +7.2% | -47.0% | -42.2% |
| 5Y | -71.1% | -37.0% | -34.1% | -68.9% |
| 10Y | -53.8% | +54.2% | -108.0% | -59.0% |
| All | +230.6% | +1,044.3% | -813.7% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling