+64.4%
CDE vs FICO
+544.1%
-479.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +3.1% | +4.0% | -0.9% | +2.1% |
| 30D | -10.3% | -1.5% | -8.8% | -10.6% |
| 3M | -19.1% | -29.8% | +10.7% | -13.5% |
| 6M | -24.0% | -33.3% | +9.2% | -19.1% |
| YTD | -15.6% | -56.9% | +41.3% | +0.9% |
| 1Y | -1.1% | -59.5% | +58.4% | +20.6% |
| 3Y | +613.1% | -26.9% | +640.0% | +565.4% |
| 5Y | +109.3% | +92.9% | +16.4% | +25.6% |
| 10Y | +64.4% | +539.5% | -475.0% | -26.0% |
| All | +64.4% | +544.1% | -479.7% | -26.0% |
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