+813.5%
CCJ vs FICO
+544.1%
+269.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +3.7% | +4.0% | -0.3% | +2.8% |
| 30D | -13.7% | -1.5% | -12.2% | -13.8% |
| 3M | -24.7% | -29.8% | +5.1% | -20.6% |
| 6M | -38.1% | -33.3% | -4.9% | -35.2% |
| YTD | -18.8% | -56.9% | +38.1% | -6.1% |
| 1Y | -19.5% | -59.5% | +39.9% | -5.3% |
| 3Y | +75.9% | -26.9% | +102.8% | +62.9% |
| 5Y | +173.1% | +92.9% | +80.2% | +76.5% |
| 10Y | +813.5% | +539.5% | +274.0% | +229.4% |
| All | +813.5% | +544.1% | +269.3% | +229.4% |
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 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