-9.5%
CME vs FICO
-35.4%
+25.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +0.2% |
| 7D | -1.6% | -19.2% | +17.6% | -1.1% |
| 30D | +6.2% | -14.6% | +20.8% | +6.6% |
| 3M | +10.4% | -20.1% | +30.5% | +11.0% |
| 6M | -9.5% | -36.3% | +26.8% | -10.0% |
| All | -9.5% | -35.4% | +25.9% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling