-39.3%
CLS vs FICO
-58.2%
+18.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.4% |
| 7D | -22.2% | -0.9% | -21.2% | -22.3% |
| 30D | -44.4% | +3.3% | -47.7% | -43.7% |
| 3M | -34.3% | -31.7% | -2.6% | -37.4% |
| 6M | -50.1% | -34.0% | -16.1% | -52.6% |
| YTD | -30.1% | -58.3% | +28.2% | -37.3% |
| 1Y | -39.3% | -57.9% | +18.6% | -46.0% |
| All | -39.3% | -58.2% | +18.8% | -46.0% |
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