+7,312.5%
CB vs FICO
+25,035.9%
-17,723.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.7% |
| 7D | +5.3% | +0.4% | +4.8% | +5.1% |
| 30D | +13.2% | +1.7% | +11.6% | +12.3% |
| 3M | +7.8% | -33.0% | +40.8% | +14.3% |
| 6M | +15.8% | -33.9% | +49.7% | +22.2% |
| YTD | +21.0% | -58.5% | +79.5% | +38.7% |
| 1Y | +32.2% | -56.4% | +88.5% | +49.8% |
| 3Y | +76.7% | -24.7% | +101.3% | +71.0% |
| 5Y | +110.4% | +83.1% | +27.3% | +60.9% |
| 10Y | +261.0% | +517.2% | -256.2% | +104.6% |
| All | +7,312.5% | +25,035.9% | -17,723.4% | +2,333.7% |
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