+8,121.8%
CI vs FICO
+78,251.7%
-70,130.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.9% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +12.6% | +1.7% | +10.9% | +11.9% |
| 3M | +12.1% | -33.0% | +45.1% | +17.4% |
| 6M | +10.6% | -33.9% | +44.4% | +15.3% |
| YTD | +12.8% | -58.5% | +71.4% | +25.7% |
| 1Y | +18.0% | -56.4% | +74.4% | +30.4% |
| 3Y | +4.2% | -24.7% | +28.9% | +2.1% |
| 5Y | +57.2% | +83.1% | -25.9% | +28.7% |
| 10Y | +179.3% | +517.2% | -337.9% | +86.7% |
| All | +8,121.8% | +78,251.7% | -70,130.0% | +3,769.5% |
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