+3,269.5%
CLS vs FICO
+99.8%
+3,169.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.7% | +17.5% | +4.4% |
| 7D | +4.6% | -19.2% | +23.8% | +9.0% |
| 30D | -13.9% | -14.6% | +0.7% | -11.4% |
| 3M | -26.6% | -20.1% | -6.5% | -24.7% |
| 6M | +15.4% | -36.3% | +51.7% | +24.3% |
| YTD | +5.7% | -44.9% | +50.5% | +18.7% |
| 1Y | +41.1% | -38.6% | +79.7% | +48.4% |
| 3Y | +1,228.6% | +4.0% | +1,224.6% | +1,006.9% |
| All | +3,269.5% | +99.8% | +3,169.7% | +2,352.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling