+4,100.0%
CMG vs FICO
+1,991.1%
+2,108.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +4.0% |
| 7D | -2.8% | -19.2% | +16.4% | +3.8% |
| 30D | +7.1% | -14.6% | +21.7% | +12.0% |
| 3M | +31.2% | -20.1% | +51.3% | +37.4% |
| 6M | +0.7% | -36.3% | +37.0% | +12.3% |
| YTD | -0.1% | -44.9% | +44.7% | +16.8% |
| 1Y | -10.7% | -38.6% | +27.9% | -1.2% |
| 3Y | -4.7% | +4.0% | -8.7% | -17.4% |
| 5Y | -3.8% | +99.5% | -103.3% | -37.0% |
| 10Y | +352.5% | +604.7% | -252.2% | +83.7% |
| All | +4,100.0% | +1,991.1% | +2,108.9% | +613.1% |
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