+6,781.2%
CME vs FICO
+3,345.1%
+3,436.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +4.9% |
| 7D | -1.6% | -19.2% | +17.6% | +4.5% |
| 30D | +6.2% | -14.6% | +20.8% | +10.5% |
| 3M | +10.4% | -20.1% | +30.5% | +15.7% |
| 6M | -9.5% | -36.3% | +26.8% | -0.1% |
| YTD | +6.0% | -44.9% | +50.9% | +21.8% |
| 1Y | +9.3% | -38.6% | +47.9% | +19.3% |
| 3Y | +57.7% | +4.0% | +53.7% | +32.3% |
| 5Y | +77.7% | +99.5% | -21.8% | +9.3% |
| 10Y | +281.2% | +604.7% | -323.4% | +28.4% |
| All | +6,781.2% | +3,345.1% | +3,436.1% | +795.6% |
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