-31.2%
CCL vs FICO
+512.2%
-543.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | +13.1% | +3.3% | +9.8% | +9.5% |
| 3M | +3.3% | -31.7% | +35.0% | +14.7% |
| 6M | +8.7% | -34.0% | +42.7% | +18.6% |
| YTD | -1.6% | -58.3% | +56.7% | +33.9% |
| 1Y | +14.0% | -57.9% | +71.9% | +53.9% |
| 3Y | +145.1% | -24.1% | +169.2% | +104.2% |
| 5Y | +21.2% | +85.3% | -64.1% | -45.7% |
| All | -31.2% | +512.2% | -543.4% | -82.5% |
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