+153.6%
CNC vs FICO
+544.0%
-390.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.3% |
| 7D | +3.0% | -0.1% | +3.1% | +2.9% |
| 30D | +4.9% | +8.4% | -3.6% | +2.6% |
| 3M | +4.2% | -30.5% | +34.7% | +10.3% |
| 6M | +22.5% | -35.7% | +58.2% | +30.5% |
| YTD | +66.6% | -57.2% | +123.8% | +93.7% |
| 1Y | +82.5% | -58.4% | +140.9% | +113.7% |
| 3Y | -4.1% | -24.8% | +20.7% | -10.4% |
| 5Y | -8.3% | +79.3% | -87.6% | -38.6% |
| 10Y | +153.6% | +531.6% | -378.0% | +3.9% |
| All | +153.6% | +544.0% | -390.3% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling