+36.7%
CAH vs FICO
-58.5%
+95.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | +5.9% | +4.0% | +2.0% | +5.8% |
| 30D | +16.5% | -1.5% | +18.0% | +16.5% |
| 3M | +15.7% | -29.8% | +45.5% | +15.5% |
| 6M | +52.7% | -33.3% | +86.0% | +52.8% |
| YTD | +36.3% | -56.9% | +93.2% | +35.7% |
| 1Y | +36.7% | -59.5% | +96.2% | +36.6% |
| All | +36.7% | -58.5% | +95.2% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling