+18.8%
CI vs FICO
-55.7%
+74.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | +9.9% | +1.7% | +8.2% | +9.7% |
| 3M | +12.1% | -35.2% | +47.3% | +15.4% |
| 6M | +10.6% | -33.7% | +44.3% | +13.5% |
| YTD | +11.4% | -58.2% | +69.6% | +23.9% |
| 1Y | +18.8% | -56.6% | +75.4% | +28.4% |
| All | +18.8% | -55.7% | +74.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling