+2.0%
FISV vs CCI
+23.6%
-21.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +4.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | 0.0% | +2.2% | -2.2% | -0.8% |
| 3M | -2.8% | -16.9% | +14.1% | +4.7% |
| 6M | -11.8% | -11.5% | -0.3% | -7.6% |
| YTD | -23.2% | -12.8% | -10.4% | -19.5% |
| 1Y | -62.0% | -17.1% | -44.9% | -59.1% |
| 3Y | -57.6% | -9.6% | -48.0% | -57.4% |
| 5Y | -53.4% | -48.9% | -4.5% | -40.1% |
| All | +2.0% | +23.6% | -21.6% | -1.5% |
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