+7,463.6%
CI vs FICO
+104,095.6%
-96,632.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | +1.4% |
| 7D | +1.3% | -19.2% | +20.5% | +4.6% |
| 30D | +4.4% | -14.6% | +19.0% | +6.7% |
| 3M | +0.7% | -20.1% | +20.7% | +3.4% |
| 6M | +0.3% | -36.3% | +36.7% | +6.1% |
| YTD | +3.8% | -44.9% | +48.7% | +12.0% |
| 1Y | -5.5% | -38.6% | +33.1% | -0.3% |
| 3Y | +8.1% | +4.0% | +4.1% | +1.7% |
| 5Y | +42.8% | +99.5% | -56.7% | +17.1% |
| 10Y | +143.9% | +604.7% | -460.8% | +61.3% |
| All | +7,463.6% | +104,095.6% | -96,632.0% | +3,347.3% |
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