+42.8%
CL vs FICO
+84.1%
-41.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | +13.8% | +1.7% | +12.0% | +13.5% |
| 3M | +6.4% | -35.2% | +41.6% | +9.0% |
| 6M | +15.6% | -33.7% | +49.3% | +18.2% |
| YTD | +27.9% | -58.2% | +86.0% | +34.1% |
| 1Y | +31.4% | -56.6% | +88.0% | +37.4% |
| 3Y | +41.4% | -24.0% | +65.4% | +40.0% |
| 5Y | +42.8% | +86.1% | -43.3% | +27.1% |
| All | +42.8% | +84.1% | -41.3% | +27.1% |
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