+1,111.7%
CCI vs FICO
+6,998.8%
-5,887.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +2.4% | -0.3% | +2.6% | +2.4% |
| 30D | +33.2% | +1.7% | +31.5% | +31.1% |
| 3M | +25.0% | -35.2% | +60.2% | +36.2% |
| 6M | +4.8% | -33.7% | +38.4% | +12.0% |
| YTD | +6.4% | -58.2% | +64.5% | +27.6% |
| 1Y | +6.5% | -56.6% | +63.0% | +26.2% |
| 3Y | +8.6% | -24.0% | +32.6% | +1.8% |
| 5Y | -35.3% | +86.1% | -121.4% | -56.1% |
| 10Y | +58.2% | +522.8% | -464.6% | -31.9% |
| All | +1,111.7% | +6,998.8% | -5,887.1% | +37.2% |
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