+5.6%
CDE vs FICO
-57.1%
+62.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.2% | +11.9% | +8.8% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | -14.5% | +1.7% | -16.1% | -14.8% |
| 3M | -10.1% | -33.0% | +23.0% | -8.1% |
| 6M | -16.9% | -33.9% | +17.0% | -16.2% |
| YTD | -18.1% | -58.5% | +40.4% | -6.2% |
| 1Y | +5.6% | -56.4% | +62.0% | +20.5% |
| All | +5.6% | -57.1% | +62.8% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling