-3.5%
CRM vs FICO
+102.0%
-105.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -3.5% | -15.4% | +12.0% | +2.2% |
| 30D | +29.3% | -10.4% | +39.6% | +34.0% |
| 3M | +36.8% | -22.7% | +59.5% | +49.0% |
| 6M | +23.9% | -36.8% | +60.7% | +43.4% |
| YTD | -5.5% | -44.8% | +39.3% | +15.1% |
| 1Y | -0.4% | -39.3% | +38.9% | +14.5% |
| 3Y | +12.8% | +3.7% | +9.0% | -5.9% |
| 5Y | -3.5% | +101.7% | -105.2% | -36.9% |
| All | -3.5% | +102.0% | -105.5% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling