+114.8%
CMI vs FICO
+91.4%
+23.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.5% | +2.2% | -1.8% | +0.3% |
| 30D | -14.0% | +0.1% | -14.1% | -14.2% |
| 3M | -28.1% | -35.2% | +7.0% | -26.2% |
| 6M | -35.8% | -32.4% | -3.5% | -35.3% |
| YTD | -10.5% | -57.4% | +46.9% | -4.0% |
| 1Y | -1.9% | -58.5% | +56.7% | +5.6% |
| 3Y | +121.0% | -28.9% | +149.8% | +111.3% |
| All | +114.8% | +91.4% | +23.4% | +69.2% |
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