-60.0%
FISV vs CCI
-10.8%
-49.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | -6.4% | -0.3% | -6.1% | -6.3% |
| 30D | -6.8% | +2.1% | -9.0% | -7.4% |
| 3M | -10.0% | -17.8% | +7.9% | -4.4% |
| 6M | -20.6% | -14.2% | -6.4% | -16.9% |
| YTD | -27.6% | -13.3% | -14.2% | -24.6% |
| 1Y | -64.3% | -16.6% | -47.7% | -62.3% |
| All | -60.0% | -10.8% | -49.2% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling