+168.9%
CMI vs FICO
+99.8%
+69.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -16.7% | +19.5% | +4.3% |
| 7D | -0.7% | -19.2% | +18.5% | +1.0% |
| 30D | -13.4% | -14.6% | +1.2% | -12.5% |
| 3M | -17.0% | -20.1% | +3.1% | -16.3% |
| 6M | -1.6% | -36.3% | +34.7% | +1.9% |
| YTD | +11.0% | -44.9% | +55.8% | +17.5% |
| 1Y | +41.9% | -38.6% | +80.5% | +46.3% |
| 3Y | +151.8% | +4.0% | +147.8% | +131.5% |
| All | +168.9% | +99.8% | +69.1% | +125.0% |
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