+1,751.5%
CLS vs FICO
+544.0%
+1,207.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.1% | +7.1% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | -38.4% | +8.4% | -46.9% | -40.4% |
| 3M | -29.9% | -30.5% | +0.6% | -24.7% |
| 6M | -40.6% | -35.7% | -4.9% | -36.5% |
| YTD | -24.6% | -57.2% | +32.6% | -8.9% |
| 1Y | -30.8% | -58.4% | +27.6% | -15.5% |
| 3Y | +811.7% | -24.8% | +836.6% | +707.5% |
| 5Y | +1,838.4% | +79.3% | +1,759.2% | +999.8% |
| 10Y | +1,751.5% | +531.6% | +1,219.8% | +547.9% |
| All | +1,751.5% | +544.0% | +1,207.5% | +547.9% |
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