+773.9%
CLS vs FICO
-26.8%
+800.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.4% |
| 7D | -13.9% | +0.9% | -14.7% | -13.9% |
| 30D | -38.2% | +9.4% | -47.6% | -38.7% |
| 3M | -28.8% | -30.4% | +1.6% | -26.8% |
| 6M | -40.4% | -35.1% | -5.3% | -39.3% |
| YTD | -24.3% | -56.8% | +32.5% | -14.8% |
| 1Y | -35.0% | -58.4% | +23.4% | -26.0% |
| All | +773.9% | -26.8% | +800.7% | +515.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling