+137.3%
CNP vs FICO
+605.7%
-468.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +2.5% |
| 7D | +1.1% | -19.2% | +20.3% | +5.1% |
| 30D | -1.8% | -14.6% | +12.8% | +0.7% |
| 3M | -4.6% | -20.1% | +15.5% | -1.6% |
| 6M | -8.8% | -36.3% | +27.5% | -2.3% |
| YTD | +5.2% | -44.9% | +50.1% | +16.1% |
| 1Y | +8.3% | -38.6% | +46.9% | +15.2% |
| 3Y | +54.9% | +4.0% | +50.9% | +34.2% |
| 5Y | +73.5% | +99.5% | -26.0% | +16.5% |
| All | +137.3% | +605.7% | -468.4% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling