+105.5%
CB vs FICO
+84.1%
+21.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +2.6% | -0.3% | +2.8% | +2.6% |
| 30D | +11.2% | +1.7% | +9.5% | +10.8% |
| 3M | +5.7% | -35.2% | +40.9% | +8.8% |
| 6M | +15.9% | -33.7% | +49.6% | +18.8% |
| YTD | +20.2% | -58.2% | +78.3% | +27.6% |
| 1Y | +32.4% | -56.6% | +89.0% | +40.1% |
| 3Y | +75.5% | -24.0% | +99.5% | +72.1% |
| 5Y | +105.5% | +86.1% | +19.4% | +73.4% |
| All | +105.5% | +84.1% | +21.4% | +73.4% |
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