+68.4%
CCJ vs FICO
-24.0%
+92.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.7% |
| 7D | -18.2% | -0.3% | -17.9% | -18.2% |
| 30D | -26.5% | +1.7% | -28.3% | -26.8% |
| 3M | -27.5% | -35.2% | +7.7% | -25.8% |
| 6M | -40.3% | -33.7% | -6.6% | -39.8% |
| YTD | -25.3% | -58.2% | +32.8% | -19.0% |
| 1Y | -28.1% | -56.6% | +28.5% | -22.8% |
| All | +68.4% | -24.0% | +92.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling