-41.6%
CCL vs FICO
+605.7%
-647.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +8.6% |
| 7D | -5.0% | -19.2% | +14.1% | +4.6% |
| 30D | -20.3% | -14.6% | -5.8% | -15.2% |
| 3M | -15.1% | -20.1% | +5.0% | -8.9% |
| 6M | -15.1% | -36.3% | +21.2% | -0.2% |
| YTD | -21.8% | -44.9% | +23.1% | -0.9% |
| 1Y | -24.8% | -38.6% | +13.8% | -13.0% |
| 3Y | +51.9% | +4.0% | +47.9% | +14.9% |
| 5Y | +4.0% | +99.5% | -95.5% | -50.3% |
| All | -41.6% | +605.7% | -647.3% | -85.6% |
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