-19.5%
CCJ vs FICO
-58.5%
+39.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +3.7% | +4.0% | -0.3% | +4.0% |
| 30D | -13.7% | -1.5% | -12.2% | -13.7% |
| 3M | -24.7% | -29.8% | +5.1% | -26.8% |
| 6M | -38.1% | -33.3% | -4.9% | -40.2% |
| YTD | -18.8% | -56.9% | +38.1% | -22.5% |
| 1Y | -19.5% | -59.5% | +39.9% | -22.1% |
| All | -19.5% | -58.5% | +39.0% | -22.1% |
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