-4.1%
CMG vs FICO
+91.4%
-95.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.5% | +2.2% | +0.2% | +2.0% |
| 30D | +15.6% | +0.1% | +15.5% | +15.0% |
| 3M | +8.2% | -35.2% | +43.3% | +16.9% |
| 6M | +9.9% | -32.4% | +42.2% | +14.5% |
| YTD | -4.6% | -57.4% | +52.8% | +12.6% |
| 1Y | +12.4% | -58.5% | +71.0% | +33.8% |
| 3Y | -18.0% | -28.9% | +10.9% | -24.8% |
| All | -4.1% | +91.4% | -95.5% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling