-17.9%
CLS vs FICO
-59.4%
+41.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.3% |
| 7D | +16.3% | +2.2% | +14.1% | +16.7% |
| 30D | -25.7% | +0.1% | -25.7% | -25.3% |
| 3M | -30.9% | -35.2% | +4.3% | -35.0% |
| 6M | -35.5% | -32.4% | -3.1% | -38.6% |
| YTD | -18.7% | -57.4% | +38.7% | -27.1% |
| 1Y | -17.9% | -58.5% | +40.6% | -25.6% |
| All | -17.9% | -59.4% | +41.5% | -25.6% |
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