-10.9%
CRM vs FICO
-58.1%
+47.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.9% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | -6.8% | +9.4% | -16.3% | -9.6% |
| 3M | +8.3% | -30.4% | +38.7% | +18.6% |
| 6M | +17.9% | -35.1% | +53.0% | +31.4% |
| YTD | -18.9% | -56.8% | +37.9% | +3.1% |
| 1Y | -10.9% | -58.4% | +47.5% | +14.6% |
| All | -10.9% | -58.1% | +47.2% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling