-32.5%
CBRS vs FICO
-12.0%
-20.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -16.7% | +27.0% | -1.1% |
| 7D | +17.3% | -19.2% | +36.5% | +2.7% |
| 30D | -2.0% | -14.6% | +12.6% | -9.4% |
| 3M | -2.5% | -20.1% | +17.6% | -18.2% |
| All | -32.5% | -12.0% | -20.5% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling