-29.4%
CCL vs FICO
+535.6%
-565.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +5.8% | +0.9% | +4.9% | +5.3% |
| 30D | +17.3% | +9.4% | +7.8% | +10.9% |
| 3M | +11.3% | -30.4% | +41.7% | +22.8% |
| 6M | +18.5% | -35.1% | +53.6% | +31.2% |
| YTD | +2.8% | -56.8% | +59.6% | +37.7% |
| 1Y | +16.7% | -58.4% | +75.1% | +59.7% |
| 3Y | +146.0% | -26.7% | +172.7% | +111.6% |
| 5Y | +33.6% | +88.0% | -54.4% | -40.3% |
| 10Y | -29.4% | +545.7% | -575.2% | -83.3% |
| All | -29.4% | +535.6% | -565.0% | -83.3% |
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