+112.0%
CMI vs FICO
+81.4%
+30.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -10.0% | -0.9% | -9.1% | -9.9% |
| 30D | -13.0% | +3.3% | -16.3% | -13.4% |
| 3M | -29.9% | -31.7% | +1.9% | -28.4% |
| 6M | -36.7% | -34.0% | -2.7% | -36.1% |
| YTD | -10.9% | -58.3% | +47.4% | -4.4% |
| 1Y | -1.3% | -57.9% | +56.6% | +5.6% |
| 3Y | +117.4% | -24.1% | +141.4% | +105.1% |
| All | +112.0% | +81.4% | +30.6% | +69.9% |
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