+1,628.1%
CLS vs FICO
+512.2%
+1,115.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -22.2% | -0.9% | -21.2% | -22.0% |
| 30D | -44.4% | +3.3% | -47.7% | -45.5% |
| 3M | -34.3% | -31.7% | -2.6% | -29.1% |
| 6M | -50.1% | -34.0% | -16.1% | -47.4% |
| YTD | -30.1% | -58.3% | +28.2% | -14.9% |
| 1Y | -39.3% | -57.9% | +18.6% | -26.7% |
| 3Y | +732.7% | -24.1% | +756.8% | +630.7% |
| 5Y | +1,777.2% | +85.3% | +1,691.9% | +942.6% |
| All | +1,628.1% | +512.2% | +1,115.9% | +523.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling