+9.7%
CRM vs FICO
+6.3%
+3.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | -8.1% | -14.1% | +6.0% | -4.2% |
| 30D | +23.1% | -7.5% | +30.5% | +25.5% |
| 3M | +42.5% | -21.3% | +63.8% | +52.1% |
| 6M | +25.3% | -25.2% | +50.6% | +34.1% |
| YTD | -7.8% | -43.2% | +35.4% | +6.7% |
| 1Y | +1.0% | -37.2% | +38.3% | +11.8% |
| All | +9.7% | +6.3% | +3.4% | -4.7% |
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 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