+408.1%
CAH vs FICO
+535.6%
-127.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.8% |
| 7D | +9.4% | +0.9% | +8.6% | +9.3% |
| 30D | +16.5% | +9.4% | +7.1% | +14.5% |
| 3M | +17.0% | -30.4% | +47.4% | +21.6% |
| 6M | +51.4% | -35.1% | +86.5% | +57.9% |
| YTD | +36.0% | -56.8% | +92.7% | +50.7% |
| 1Y | +36.0% | -58.4% | +94.4% | +51.7% |
| 3Y | +177.5% | -26.7% | +204.2% | +164.7% |
| 5Y | +509.2% | +88.0% | +421.2% | +342.8% |
| 10Y | +408.1% | +545.7% | -137.6% | +147.0% |
| All | +408.1% | +535.6% | -127.4% | +147.0% |
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