+7,451.3%
CME vs FICO
+2,514.2%
+4,937.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +3.7% | -0.3% | +3.9% | +3.7% |
| 30D | +13.7% | +1.7% | +12.0% | +12.2% |
| 3M | +16.6% | -35.2% | +51.8% | +28.1% |
| 6M | +8.2% | -33.7% | +41.8% | +15.8% |
| YTD | +16.3% | -58.2% | +74.5% | +41.3% |
| 1Y | +19.1% | -56.6% | +75.7% | +42.5% |
| 3Y | +67.4% | -24.0% | +91.3% | +51.1% |
| 5Y | +71.0% | +86.1% | -15.1% | +2.4% |
| 10Y | +338.9% | +522.8% | -183.9% | +46.8% |
| All | +7,451.3% | +2,514.2% | +4,937.1% | +938.7% |
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