+1,109.3%
CCL vs FICO
+78,251.7%
-77,142.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.2% | +10.5% | +8.1% |
| 7D | +11.6% | +0.4% | +11.2% | +11.4% |
| 30D | +22.5% | +1.7% | +20.9% | +21.1% |
| 3M | +6.4% | -33.0% | +39.4% | +13.4% |
| 6M | +23.4% | -33.9% | +57.3% | +30.3% |
| YTD | +4.2% | -58.5% | +62.7% | +22.4% |
| 1Y | +21.9% | -56.4% | +78.2% | +41.1% |
| 3Y | +153.6% | -24.7% | +178.2% | +149.3% |
| 5Y | +39.1% | +83.1% | -44.0% | +10.0% |
| 10Y | -25.7% | +517.2% | -542.9% | -53.3% |
| All | +1,109.3% | +78,251.7% | -77,142.4% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling