+7,476.6%
CME vs FICO
+2,490.6%
+4,986.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.3% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +14.2% | +1.7% | +12.5% | +12.6% |
| 3M | +17.9% | -33.0% | +51.0% | +28.2% |
| 6M | +7.2% | -33.9% | +41.1% | +14.9% |
| YTD | +16.7% | -58.5% | +75.3% | +42.1% |
| 1Y | +19.6% | -56.4% | +75.9% | +42.8% |
| 3Y | +67.9% | -24.7% | +92.6% | +52.1% |
| 5Y | +72.4% | +83.1% | -10.7% | +3.8% |
| 10Y | +340.4% | +517.2% | -176.8% | +47.7% |
| All | +7,476.6% | +2,490.6% | +4,986.0% | +945.0% |
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 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