+47.7%
CI vs FICO
+81.4%
-33.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -1.6% | -0.9% | -0.6% | -1.5% |
| 30D | +5.4% | +3.3% | +2.1% | +5.1% |
| 3M | +7.3% | -31.7% | +39.0% | +9.6% |
| 6M | +5.3% | -34.0% | +39.3% | +7.6% |
| YTD | +8.5% | -58.3% | +66.8% | +14.4% |
| 1Y | +17.1% | -57.9% | +75.0% | +23.5% |
| 3Y | +1.4% | -24.1% | +25.5% | +1.2% |
| All | +47.7% | +81.4% | -33.8% | +34.2% |
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