+66.0%
CCI vs FICO
+534.5%
-468.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.4% | +4.0% | -7.3% | -4.1% |
| 30D | +9.9% | -1.5% | +11.4% | +9.8% |
| 3M | +22.7% | -29.8% | +52.5% | +29.0% |
| 6M | +0.8% | -33.3% | +34.1% | +6.2% |
| YTD | +4.1% | -56.9% | +61.0% | +19.7% |
| 1Y | -0.6% | -59.5% | +58.8% | +15.8% |
| 3Y | +9.4% | -26.9% | +36.3% | +2.5% |
| 5Y | -36.8% | +92.9% | -129.8% | -57.4% |
| All | +66.0% | +534.5% | -468.6% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling