-5.9%
CNC vs FICO
+81.4%
-87.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | +1.9% | -0.9% | +2.8% | +1.9% |
| 30D | +7.3% | +3.3% | +4.0% | +6.7% |
| 3M | +8.6% | -31.7% | +40.4% | +12.1% |
| 6M | +26.0% | -34.0% | +60.0% | +29.9% |
| YTD | +69.5% | -58.3% | +127.8% | +82.8% |
| 1Y | +88.0% | -57.9% | +145.9% | +102.6% |
| 3Y | -2.9% | -24.1% | +21.1% | -5.1% |
| All | -5.9% | +81.4% | -87.3% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling