+9.3%
CME vs FICO
-39.1%
+48.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | 0.0% |
| 7D | -1.6% | -19.2% | +17.6% | -1.2% |
| 30D | +6.2% | -14.6% | +20.8% | +6.5% |
| 3M | +10.4% | -20.1% | +30.5% | +10.8% |
| 6M | -9.5% | -36.3% | +26.8% | -9.2% |
| YTD | +6.0% | -44.9% | +50.9% | +7.2% |
| 1Y | +9.3% | -38.6% | +47.9% | +10.3% |
| All | +9.3% | -39.1% | +48.3% | +10.3% |
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