-25.9%
CCJ vs FICO
-57.1%
+31.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.5% |
| 7D | -14.5% | +0.4% | -14.9% | -14.5% |
| 30D | -18.1% | +1.7% | -19.7% | -17.7% |
| 3M | -23.0% | -33.0% | +10.0% | -25.6% |
| 6M | -39.4% | -33.9% | -5.5% | -41.3% |
| YTD | -21.7% | -58.5% | +36.9% | -27.2% |
| 1Y | -25.9% | -56.4% | +30.4% | -31.2% |
| All | -25.9% | -57.1% | +31.2% | -31.2% |
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 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 · 6 months rolling