+118.4%
CDE vs FICO
+81.4%
+37.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +18.1% | -0.9% | +19.0% | +18.2% |
| 30D | -6.2% | +3.3% | -9.6% | -7.2% |
| 3M | -1.2% | -31.7% | +30.6% | +3.4% |
| 6M | -17.4% | -34.0% | +16.6% | -14.4% |
| YTD | -13.1% | -58.3% | +45.2% | -2.3% |
| 1Y | +7.3% | -57.9% | +65.2% | +20.4% |
| 3Y | +522.0% | -24.1% | +546.0% | +494.4% |
| All | +118.4% | +81.4% | +37.0% | +72.6% |
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