-34.0%
CCL vs FICO
+527.0%
-561.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.2% | +2.2% | -3.4% | -2.1% |
| 30D | +13.1% | +0.1% | +13.0% | +11.9% |
| 3M | +3.4% | -35.2% | +38.5% | +18.3% |
| 6M | +18.7% | -32.4% | +51.1% | +28.4% |
| YTD | -2.3% | -57.4% | +55.1% | +31.8% |
| 1Y | +14.2% | -58.5% | +72.7% | +56.3% |
| 3Y | +133.6% | -28.9% | +162.4% | +104.3% |
| 5Y | +33.5% | +91.7% | -58.2% | -41.3% |
| All | -34.0% | +527.0% | -561.0% | -84.8% |
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