+134.0%
CNC vs FICO
-39.1%
+173.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.2% | +1.4% |
| 7D | +3.5% | -19.2% | +22.7% | +7.1% |
| 30D | +0.1% | -14.6% | +14.7% | +2.4% |
| 3M | +6.9% | -20.1% | +27.0% | +9.7% |
| 6M | +49.0% | -36.3% | +85.3% | +60.5% |
| YTD | +62.9% | -44.9% | +107.8% | +78.5% |
| 1Y | +134.0% | -38.6% | +172.6% | +150.1% |
| All | +134.0% | -39.1% | +173.1% | +150.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling