+4,850.5%
CL vs FICO
+104,095.6%
-99,245.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.7% | +15.2% | -0.1% |
| 7D | -2.2% | -19.2% | +17.0% | -0.6% |
| 30D | -4.8% | -14.6% | +9.8% | -3.8% |
| 3M | +4.9% | -20.1% | +25.0% | +6.5% |
| 6M | -5.7% | -36.3% | +30.6% | -2.9% |
| YTD | +14.4% | -44.9% | +59.2% | +19.0% |
| 1Y | +8.7% | -38.6% | +47.4% | +11.8% |
| 3Y | +30.0% | +4.0% | +26.0% | +26.4% |
| 5Y | +28.4% | +99.5% | -71.2% | +16.7% |
| 10Y | +50.1% | +604.7% | -554.6% | +22.3% |
| All | +4,850.5% | +104,095.6% | -99,245.1% | +3,129.1% |
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 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