+1,128.0%
CCI vs FICO
+6,934.9%
-5,806.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.7% | +7.3% |
| 7D | +5.0% | +0.4% | +4.6% | +4.8% |
| 30D | +36.4% | +1.7% | +34.7% | +34.3% |
| 3M | +20.4% | -33.0% | +53.5% | +29.9% |
| 6M | +4.9% | -33.9% | +38.8% | +12.2% |
| YTD | +7.8% | -58.5% | +66.3% | +29.7% |
| 1Y | +7.3% | -56.4% | +63.7% | +26.9% |
| 3Y | +10.1% | -24.7% | +34.7% | +3.4% |
| 5Y | -34.8% | +83.1% | -117.9% | -55.5% |
| 10Y | +60.4% | +517.2% | -456.8% | -30.8% |
| All | +1,128.0% | +6,934.9% | -5,806.9% | +39.4% |
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 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