+504.7%
CAH vs FICO
+81.4%
+423.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.5% | -0.9% | +9.4% | +8.5% |
| 30D | +17.0% | +3.3% | +13.7% | +16.7% |
| 3M | +14.3% | -31.7% | +46.1% | +15.9% |
| 6M | +42.2% | -34.0% | +76.2% | +44.0% |
| YTD | +33.2% | -58.3% | +91.5% | +38.5% |
| 1Y | +38.2% | -57.9% | +96.1% | +43.6% |
| 3Y | +178.4% | -24.1% | +202.4% | +177.4% |
| All | +504.7% | +81.4% | +423.2% | +472.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling