-2.3%
CNC vs FICO
-27.0%
+24.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -7.3% | +4.0% | -11.2% | -7.6% |
| 30D | +5.2% | -1.5% | +6.7% | +5.2% |
| 3M | +8.6% | -29.8% | +38.4% | +11.6% |
| 6M | +25.1% | -33.3% | +58.3% | +28.6% |
| YTD | +71.3% | -56.9% | +128.2% | +81.9% |
| 1Y | +99.3% | -59.5% | +158.8% | +112.3% |
| All | -2.3% | -27.0% | +24.7% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling