+30.0%
CL vs FICO
+99.8%
-69.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.7% | +15.2% | -0.3% |
| 7D | -2.2% | -19.2% | +17.0% | -0.8% |
| 30D | -4.8% | -14.6% | +9.8% | -3.9% |
| 3M | +4.9% | -20.1% | +25.0% | +6.3% |
| 6M | -5.7% | -36.3% | +30.6% | -3.4% |
| YTD | +14.4% | -44.9% | +59.2% | +18.1% |
| 1Y | +8.7% | -38.6% | +47.4% | +11.4% |
| 3Y | +30.0% | +4.0% | +26.0% | +26.5% |
| All | +30.0% | +99.8% | -69.8% | +15.0% |
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