+442.0%
CAH vs FICO
+512.2%
-70.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.5% | -0.9% | +9.4% | +8.6% |
| 30D | +17.0% | +3.3% | +13.7% | +16.0% |
| 3M | +14.6% | -31.7% | +46.3% | +19.4% |
| 6M | +42.5% | -34.0% | +76.5% | +48.0% |
| YTD | +33.5% | -58.3% | +91.8% | +48.7% |
| 1Y | +38.5% | -57.9% | +96.5% | +53.9% |
| 3Y | +179.0% | -24.1% | +203.1% | +163.3% |
| 5Y | +507.2% | +85.3% | +421.9% | +340.7% |
| All | +442.0% | +512.2% | -70.2% | +171.2% |
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