+50.3%
CDE vs FICO
+544.0%
-493.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +5.6% |
| 7D | +23.5% | -0.1% | +23.6% | +23.4% |
| 30D | -4.0% | +8.4% | -12.4% | -6.9% |
| 3M | -5.4% | -30.5% | +25.1% | +1.4% |
| 6M | -11.3% | -35.7% | +24.5% | -4.5% |
| YTD | -7.6% | -57.2% | +49.6% | +10.7% |
| 1Y | +12.1% | -58.4% | +70.5% | +35.6% |
| 3Y | +652.0% | -24.8% | +676.8% | +593.5% |
| 5Y | +137.3% | +79.3% | +58.0% | +46.7% |
| 10Y | +50.3% | +531.6% | -481.4% | -34.9% |
| All | +50.3% | +544.0% | -493.7% | -34.9% |
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