+361.4%
CMG vs FICO
+544.1%
-182.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +4.1% | +4.0% | +0.1% | +2.8% |
| 30D | +20.5% | -1.5% | +22.0% | +20.2% |
| 3M | +14.5% | -29.8% | +44.3% | +23.7% |
| 6M | +14.8% | -33.3% | +48.0% | +22.8% |
| YTD | -1.0% | -56.9% | +55.9% | +22.8% |
| 1Y | +22.9% | -59.5% | +82.4% | +56.0% |
| 3Y | -13.6% | -26.9% | +13.3% | -21.3% |
| 5Y | +0.9% | +92.9% | -92.0% | -44.7% |
| 10Y | +361.4% | +539.5% | -178.1% | +62.9% |
| All | +361.4% | +544.1% | -182.8% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling