+1,878.7%
CNP vs FICO
+78,251.7%
-76,373.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.1% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +8.7% | +1.7% | +7.1% | +8.2% |
| 3M | -0.7% | -33.0% | +32.3% | +2.6% |
| 6M | -4.2% | -33.9% | +29.7% | -1.3% |
| YTD | +8.9% | -58.5% | +67.4% | +17.5% |
| 1Y | +8.3% | -56.4% | +64.7% | +16.1% |
| 3Y | +61.8% | -24.7% | +86.4% | +59.1% |
| 5Y | +75.7% | +83.1% | -7.4% | +52.5% |
| 10Y | +144.1% | +517.2% | -373.0% | +86.4% |
| All | +1,878.7% | +78,251.7% | -76,373.0% | +1,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling