+43.9%
CL vs FICO
+81.8%
-37.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +3.5% |
| 7D | +7.7% | +0.4% | +7.3% | +7.7% |
| 30D | +15.2% | +1.7% | +13.6% | +15.0% |
| 3M | +7.3% | -33.0% | +40.4% | +9.7% |
| 6M | +17.0% | -33.9% | +50.9% | +19.7% |
| YTD | +28.0% | -58.5% | +86.5% | +34.2% |
| 1Y | +32.1% | -56.4% | +88.5% | +38.1% |
| 3Y | +41.5% | -24.7% | +66.1% | +40.2% |
| 5Y | +43.9% | +83.1% | -39.2% | +28.5% |
| All | +43.9% | +81.8% | -37.9% | +28.5% |
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 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