-5.1%
CNC vs FICO
+91.4%
-96.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +2.2% | +2.2% | 0.0% | +2.0% |
| 30D | +1.6% | +0.1% | +1.5% | +1.5% |
| 3M | +7.9% | -35.2% | +43.1% | +12.2% |
| 6M | +21.2% | -32.4% | +53.5% | +24.7% |
| YTD | +73.2% | -57.4% | +130.6% | +86.5% |
| 1Y | +97.5% | -58.5% | +156.0% | +113.2% |
| 3Y | -1.2% | -28.9% | +27.6% | -2.6% |
| All | -5.1% | +91.4% | -96.5% | -17.3% |
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