+130.8%
CNP vs FICO
+514.7%
-383.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -5.3% | -0.3% | -5.1% | -5.3% |
| 30D | +3.7% | +1.7% | +1.9% | +2.9% |
| 3M | -1.1% | -35.2% | +34.1% | +5.2% |
| 6M | -7.1% | -33.7% | +26.5% | -2.8% |
| YTD | +6.0% | -58.2% | +64.2% | +21.1% |
| 1Y | +5.2% | -56.6% | +61.8% | +18.9% |
| 3Y | +57.5% | -24.0% | +81.5% | +43.8% |
| 5Y | +70.0% | +86.1% | -16.0% | +10.1% |
| All | +130.8% | +514.7% | -383.9% | +16.8% |
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