+63.9%
CME vs FICO
-24.0%
+87.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +3.7% | -0.3% | +3.9% | +3.7% |
| 30D | +13.7% | +1.7% | +12.0% | +13.7% |
| 3M | +16.6% | -35.2% | +51.8% | +17.0% |
| 6M | +8.2% | -33.7% | +41.8% | +8.5% |
| YTD | +16.3% | -58.2% | +74.5% | +17.2% |
| 1Y | +19.1% | -56.6% | +75.7% | +20.0% |
| All | +63.9% | -24.0% | +87.8% | +50.9% |
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 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