+61.1%
CNP vs FICO
-24.3%
+85.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -4.2% | -0.9% | -3.3% | -4.2% |
| 30D | +5.5% | +3.3% | +2.2% | +5.4% |
| 3M | +0.6% | -31.7% | +32.3% | +1.4% |
| 6M | -2.8% | -34.0% | +31.1% | -2.0% |
| YTD | +7.9% | -58.3% | +66.2% | +10.4% |
| 1Y | +6.7% | -57.9% | +64.6% | +9.1% |
| 3Y | +61.1% | -24.1% | +85.2% | +49.2% |
| All | +61.1% | -24.3% | +85.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling