+16,513.1%
CAH vs FICO
+78,963.7%
-62,450.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +6.7% | -0.3% | +6.9% | +6.7% |
| 30D | +14.7% | +1.7% | +13.0% | +14.2% |
| 3M | +12.0% | -35.2% | +47.1% | +16.4% |
| 6M | +36.2% | -33.7% | +69.9% | +40.5% |
| YTD | +31.3% | -58.2% | +89.4% | +42.1% |
| 1Y | +37.1% | -56.6% | +93.6% | +47.6% |
| 3Y | +178.3% | -24.0% | +202.3% | +173.8% |
| 5Y | +497.1% | +86.1% | +411.0% | +413.1% |
| 10Y | +439.8% | +522.8% | -83.0% | +295.7% |
| All | +16,513.1% | +78,963.7% | -62,450.6% | +8,686.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling