+335.9%
CMI vs FICO
+544.1%
-208.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -1.8% | +4.0% | -5.8% | -2.5% |
| 30D | -12.2% | -1.5% | -10.7% | -12.3% |
| 3M | -26.5% | -29.8% | +3.3% | -23.4% |
| 6M | -33.6% | -33.3% | -0.4% | -31.3% |
| YTD | -8.3% | -56.9% | +48.6% | +3.5% |
| 1Y | -1.3% | -59.5% | +58.2% | +13.1% |
| 3Y | +124.8% | -26.9% | +151.6% | +109.7% |
| 5Y | +119.9% | +92.9% | +26.9% | +46.6% |
| 10Y | +335.9% | +539.5% | -203.6% | +69.7% |
| All | +335.9% | +544.1% | -208.2% | +69.7% |
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