-92.3%
CDE vs FICO
+78,645.2%
-78,737.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 6M | -17.4% | -34.0% | +16.6% | -14.1% |
| YTD | -13.1% | -58.3% | +45.2% | -3.7% |
| 1Y | +7.3% | -57.9% | +65.2% | +18.7% |
| 3Y | +522.0% | -24.1% | +546.0% | +514.5% |
| 5Y | +123.2% | +85.3% | +37.9% | +87.7% |
| 10Y | +37.9% | +520.3% | -482.4% | -1.3% |
| All | -92.3% | +78,645.2% | -78,737.4% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling