+15,800.5%
CMI vs FICO
+80,079.1%
-64,278.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | +1.5% | +1.4% | +0.1% | +1.2% |
| 30D | -14.0% | -0.8% | -13.2% | -14.1% |
| 3M | -28.3% | -31.3% | +3.0% | -24.5% |
| 6M | -34.9% | -33.9% | -1.0% | -31.9% |
| YTD | -9.9% | -57.6% | +47.7% | +2.1% |
| 1Y | -3.6% | -59.7% | +56.0% | +10.3% |
| 3Y | +120.9% | -28.0% | +149.0% | +114.6% |
| 5Y | +116.1% | +91.0% | +25.1% | +62.8% |
| 10Y | +328.5% | +529.4% | -200.9% | +138.0% |
| All | +15,800.5% | +80,079.1% | -64,278.6% | +4,902.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling