+172.8%
CCJ vs FICO
+4.8%
+168.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +1.3% |
| 7D | +0.7% | -19.2% | +19.9% | +2.2% |
| 30D | +6.9% | -14.6% | +21.5% | +7.9% |
| 3M | -11.6% | -20.1% | +8.4% | -11.1% |
| 6M | -16.2% | -36.3% | +20.1% | -13.0% |
| YTD | +10.1% | -44.9% | +55.0% | +17.6% |
| 1Y | +32.3% | -38.6% | +70.9% | +36.2% |
| All | +172.8% | +4.8% | +168.0% | +143.0% |
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