+201.6%
CDE vs FICO
+99.8%
+101.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | +0.8% |
| 7D | +0.5% | -19.2% | +19.7% | +3.8% |
| 30D | +21.9% | -14.6% | +36.5% | +24.8% |
| 3M | +14.9% | -20.1% | +35.0% | +17.7% |
| 6M | -10.5% | -36.3% | +25.8% | -4.9% |
| YTD | +19.3% | -44.9% | +64.1% | +30.2% |
| 1Y | +50.8% | -38.6% | +89.4% | +58.8% |
| 3Y | +782.3% | +4.0% | +778.3% | +713.5% |
| All | +201.6% | +99.8% | +101.8% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling