-35.3%
CLS vs FICO
-58.5%
+23.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.1% | +8.3% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | -38.4% | +8.4% | -46.9% | -37.3% |
| 3M | -29.9% | -30.5% | +0.6% | -33.0% |
| 6M | -40.6% | -35.7% | -4.9% | -44.1% |
| YTD | -24.6% | -57.2% | +32.6% | -30.9% |
| All | -35.3% | -58.5% | +23.2% | -40.5% |
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