+2,093.5%
CLS vs FICO
+6,730.5%
-4,637.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +0.9% | -13.9% | -13.3% |
| 7D | -27.3% | -0.3% | -27.0% | -27.2% |
| 30D | -47.0% | +1.7% | -48.7% | -48.1% |
| 3M | -43.3% | -35.2% | -8.1% | -36.8% |
| 6M | -50.8% | -33.7% | -17.1% | -47.5% |
| YTD | -30.4% | -58.2% | +27.7% | -14.4% |
| 1Y | -41.7% | -56.6% | +14.9% | -29.6% |
| 3Y | +701.4% | -24.0% | +725.4% | +632.6% |
| 5Y | +1,767.8% | +86.1% | +1,681.7% | +1,027.2% |
| 10Y | +1,636.8% | +522.8% | +1,114.0% | +513.1% |
| All | +2,093.5% | +6,730.5% | -4,637.0% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling