+288.0%
CME vs FICO
+535.6%
-247.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +1.7% | +0.9% | +0.8% | +1.5% |
| 30D | +10.2% | +9.4% | +0.7% | +8.0% |
| 3M | +17.8% | -30.4% | +48.2% | +23.3% |
| 6M | +11.0% | -35.1% | +46.1% | +16.5% |
| YTD | +17.0% | -56.8% | +73.8% | +32.1% |
| 1Y | +15.8% | -58.4% | +74.2% | +31.6% |
| 3Y | +61.8% | -26.7% | +88.5% | +49.1% |
| 5Y | +72.5% | +88.0% | -15.5% | +11.7% |
| 10Y | +288.0% | +545.7% | -257.7% | +56.2% |
| All | +288.0% | +535.6% | -247.6% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling