-55.8%
FISV vs CCI
-50.8%
-5.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | -7.2% | -4.4% | -2.8% | -5.7% |
| 30D | -7.2% | +0.3% | -7.5% | -7.2% |
| 3M | -8.2% | -20.0% | +11.8% | -1.0% |
| 6M | -17.7% | -14.5% | -3.2% | -13.4% |
| YTD | -27.2% | -14.9% | -12.3% | -23.5% |
| 1Y | -63.0% | -17.7% | -45.3% | -60.5% |
| 3Y | -59.8% | -12.4% | -47.4% | -59.1% |
| 5Y | -55.8% | -50.1% | -5.7% | -46.3% |
| All | -55.8% | -50.8% | -5.0% | -46.3% |
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