+139.8%
CNP vs FICO
+544.0%
-404.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.1% |
| 7D | -4.3% | -0.1% | -4.3% | -4.3% |
| 30D | +5.7% | +8.4% | -2.7% | +3.7% |
| 3M | +0.9% | -30.5% | +31.4% | +5.9% |
| 6M | -1.1% | -35.7% | +34.7% | +4.3% |
| YTD | +8.3% | -57.2% | +65.4% | +23.2% |
| 1Y | +5.9% | -58.4% | +64.3% | +21.1% |
| 3Y | +64.6% | -24.8% | +89.5% | +51.2% |
| 5Y | +74.6% | +79.3% | -4.7% | +15.2% |
| 10Y | +139.8% | +531.6% | -391.8% | +20.7% |
| All | +139.8% | +544.0% | -404.1% | +20.7% |
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