+99.3%
CNC vs FICO
-58.5%
+157.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -7.3% | +4.0% | -11.2% | -7.8% |
| 30D | +5.2% | -1.5% | +6.7% | +5.2% |
| 3M | +8.6% | -29.8% | +38.4% | +14.1% |
| 6M | +25.1% | -33.3% | +58.3% | +30.1% |
| YTD | +71.3% | -56.9% | +128.2% | +112.6% |
| 1Y | +99.3% | -59.5% | +158.8% | +156.9% |
| All | +99.3% | -58.5% | +157.8% | +156.9% |
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 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