+21.3%
CCL vs FICO
+84.1%
-62.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.8% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | +11.3% | +1.7% | +9.6% | +9.4% |
| 3M | +0.3% | -35.2% | +35.4% | +11.7% |
| 6M | +16.1% | -33.7% | +49.8% | +24.3% |
| YTD | -1.6% | -58.2% | +56.6% | +28.8% |
| 1Y | +11.8% | -56.6% | +68.3% | +43.0% |
| 3Y | +139.6% | -24.0% | +163.5% | +91.0% |
| 5Y | +21.3% | +86.1% | -64.8% | -50.2% |
| All | +21.3% | +84.1% | -62.8% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling