+5.1%
CNC vs FICO
+99.8%
-94.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.2% | +0.4% |
| 7D | +3.5% | -19.2% | +22.7% | +5.9% |
| 30D | +0.1% | -14.6% | +14.7% | +1.6% |
| 3M | +6.9% | -20.1% | +27.0% | +8.9% |
| 6M | +49.0% | -36.3% | +85.3% | +55.1% |
| YTD | +62.9% | -44.9% | +107.8% | +71.5% |
| 1Y | +134.0% | -38.6% | +172.6% | +143.3% |
| 3Y | +9.4% | +4.0% | +5.4% | +4.3% |
| All | +5.1% | +99.8% | -94.7% | -8.9% |
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 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