+41.1%
CLS vs FICO
-39.1%
+80.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.7% | +17.5% | -2.1% |
| 7D | +4.6% | -19.2% | +23.8% | +0.9% |
| 30D | -13.9% | -14.6% | +0.7% | -16.0% |
| 3M | -26.6% | -20.1% | -6.5% | -29.1% |
| 6M | +15.4% | -36.3% | +51.7% | +8.7% |
| YTD | +5.7% | -44.9% | +50.5% | -1.2% |
| 1Y | +41.1% | -38.6% | +79.7% | +31.4% |
| All | +41.1% | -39.1% | +80.2% | +31.4% |
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