+6,646.7%
CB vs FICO
+33,326.8%
-26,680.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | +1.5% |
| 7D | +0.5% | -19.2% | +19.7% | +4.6% |
| 30D | -3.1% | -14.6% | +11.5% | -0.5% |
| 3M | +9.0% | -20.1% | +29.0% | +12.8% |
| 6M | +2.9% | -36.3% | +39.2% | +10.3% |
| YTD | +10.1% | -44.9% | +55.0% | +21.2% |
| 1Y | +22.8% | -38.6% | +61.4% | +31.0% |
| 3Y | +73.8% | +4.0% | +69.8% | +59.8% |
| 5Y | +99.2% | +99.5% | -0.4% | +53.0% |
| 10Y | +218.2% | +604.7% | -386.5% | +78.8% |
| All | +6,646.7% | +33,326.8% | -26,680.1% | +2,026.8% |
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