+101.0%
CB vs FICO
+99.8%
+1.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | -0.4% |
| 7D | +0.5% | -19.2% | +19.7% | +2.3% |
| 30D | -3.1% | -14.6% | +11.5% | -1.9% |
| 3M | +9.0% | -20.1% | +29.0% | +10.8% |
| 6M | +2.9% | -36.3% | +39.2% | +6.2% |
| YTD | +10.1% | -44.9% | +55.0% | +15.0% |
| 1Y | +22.8% | -38.6% | +61.4% | +26.6% |
| 3Y | +73.8% | +4.0% | +69.8% | +67.0% |
| All | +101.0% | +99.8% | +1.2% | +78.5% |
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