+4,959.4%
CRM vs FICO
+2,174.4%
+2,785.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | -3.9% | +0.9% | -4.8% | -4.4% |
| 30D | -6.8% | +9.4% | -16.3% | -11.4% |
| 3M | +8.3% | -30.4% | +38.7% | +21.3% |
| 6M | +17.9% | -35.1% | +53.0% | +34.7% |
| YTD | -18.9% | -56.8% | +37.9% | +9.2% |
| 1Y | -10.9% | -58.4% | +47.5% | +21.8% |
| 3Y | +1.8% | -26.7% | +28.5% | -1.2% |
| 5Y | -27.4% | +88.0% | -115.4% | -57.3% |
| 10Y | +195.5% | +545.7% | -350.3% | -8.5% |
| All | +4,959.4% | +2,174.4% | +2,785.0% | +525.8% |
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