+596.3%
CDE vs FICO
-27.8%
+624.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -9.6% | +2.2% | -11.9% | -9.9% |
| 30D | -6.7% | +0.1% | -6.8% | -7.0% |
| 3M | -24.2% | -35.2% | +10.9% | -20.3% |
| 6M | -29.1% | -32.4% | +3.3% | -27.0% |
| YTD | -21.5% | -57.4% | +35.9% | -11.5% |
| 1Y | -7.4% | -58.5% | +51.2% | +5.1% |
| 3Y | +596.3% | -28.9% | +625.2% | +459.3% |
| All | +596.3% | -27.8% | +624.1% | +459.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling