+74.9%
CB vs FICO
-24.0%
+98.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +2.6% | -0.3% | +2.8% | +2.6% |
| 30D | +11.2% | +1.7% | +9.5% | +10.9% |
| 3M | +5.7% | -35.2% | +40.9% | +8.2% |
| 6M | +15.9% | -33.7% | +49.6% | +18.5% |
| YTD | +20.2% | -58.2% | +78.3% | +26.1% |
| 1Y | +32.4% | -56.6% | +89.0% | +38.5% |
| All | +74.9% | -24.0% | +98.9% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling