-5.6%
CMG vs FICO
+87.6%
-93.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.7% |
| 7D | -0.6% | +1.4% | -2.1% | -0.9% |
| 30D | +15.9% | -0.8% | +16.7% | +15.5% |
| 3M | +7.8% | -31.3% | +39.1% | +14.7% |
| 6M | +7.7% | -33.9% | +41.6% | +13.0% |
| YTD | -4.9% | -57.6% | +52.6% | +12.2% |
| 1Y | +12.3% | -59.7% | +71.9% | +34.6% |
| 3Y | -17.1% | -28.0% | +10.9% | -24.3% |
| 5Y | -5.6% | +91.0% | -96.6% | -43.2% |
| All | -5.6% | +87.6% | -93.2% | -43.2% |
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