+339.4%
CMI vs FICO
+544.0%
-204.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.2% |
| 7D | -6.8% | -0.1% | -6.8% | -6.8% |
| 30D | -10.9% | +8.4% | -19.3% | -12.5% |
| 3M | -27.3% | -30.5% | +3.2% | -24.1% |
| 6M | -30.9% | -35.7% | +4.8% | -27.9% |
| YTD | -7.7% | -57.2% | +49.5% | +4.4% |
| 1Y | 0.0% | -58.4% | +58.4% | +13.7% |
| 3Y | +130.1% | -24.8% | +154.9% | +112.8% |
| 5Y | +121.5% | +79.3% | +42.2% | +51.2% |
| 10Y | +339.4% | +531.6% | -192.3% | +72.5% |
| All | +339.4% | +544.0% | -204.6% | +72.5% |
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