-29.6%
CLS vs FICO
-57.1%
+27.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.2% | -5.8% | -9.5% |
| 7D | -21.1% | +0.4% | -21.6% | -21.1% |
| 30D | -38.2% | +1.7% | -39.9% | -37.7% |
| 3M | -36.3% | -33.0% | -3.3% | -39.6% |
| 6M | -43.8% | -33.9% | -9.9% | -46.6% |
| YTD | -20.0% | -58.5% | +38.5% | -28.3% |
| 1Y | -29.6% | -56.4% | +26.8% | -37.3% |
| All | -29.6% | -57.1% | +27.6% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling