-50.7%
CCI vs FICO
+99.8%
-150.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | +0.8% |
| 7D | -0.4% | -19.2% | +18.8% | +2.7% |
| 30D | +2.7% | -14.6% | +17.3% | +4.9% |
| 3M | -18.2% | -20.1% | +1.9% | -15.9% |
| 6M | -14.8% | -36.3% | +21.5% | -9.7% |
| YTD | -12.6% | -44.9% | +32.3% | -5.3% |
| 1Y | -16.7% | -38.6% | +21.9% | -12.1% |
| 3Y | -10.5% | +4.0% | -14.5% | -22.1% |
| All | -50.7% | +99.8% | -150.5% | -67.3% |
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