+302.4%
CAH vs FICO
+606.0%
-303.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +2.1% |
| 7D | +5.4% | -19.2% | +24.6% | +8.7% |
| 30D | +3.3% | -14.6% | +17.9% | +5.5% |
| 3M | +22.8% | -20.1% | +42.9% | +26.0% |
| 6M | +11.3% | -36.3% | +47.6% | +17.8% |
| YTD | +21.1% | -44.9% | +66.0% | +31.2% |
| 1Y | +67.2% | -38.6% | +105.9% | +75.9% |
| 3Y | +195.6% | +4.0% | +191.6% | +167.8% |
| 5Y | +413.8% | +99.5% | +314.3% | +283.9% |
| All | +302.4% | +606.0% | -303.6% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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