+1,042.0%
CCJ vs FICO
+8,433.7%
-7,391.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.9% |
| 7D | -18.2% | -0.3% | -17.9% | -18.1% |
| 30D | -26.5% | +1.7% | -28.3% | -27.4% |
| 3M | -27.5% | -35.2% | +7.7% | -21.8% |
| 6M | -40.3% | -33.7% | -6.6% | -37.2% |
| YTD | -25.3% | -58.2% | +32.8% | -13.4% |
| 1Y | -28.1% | -56.6% | +28.5% | -17.7% |
| 3Y | +63.8% | -24.0% | +87.8% | +55.8% |
| 5Y | +156.3% | +86.1% | +70.2% | +86.3% |
| 10Y | +787.8% | +522.8% | +264.9% | +349.8% |
| All | +1,042.0% | +8,433.7% | -7,391.8% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling