+6,032.9%
CRM vs FICO
+2,802.0%
+3,230.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -16.7% | +14.7% | +5.7% |
| 7D | +1.3% | -19.2% | +20.4% | +10.6% |
| 30D | +34.3% | -14.6% | +48.9% | +43.3% |
| 3M | +37.7% | -20.1% | +57.8% | +49.7% |
| 6M | +34.9% | -36.3% | +71.3% | +59.4% |
| YTD | -1.6% | -44.9% | +43.2% | +23.8% |
| 1Y | +7.1% | -38.6% | +45.8% | +25.5% |
| 3Y | +19.0% | +4.0% | +15.1% | +2.1% |
| 5Y | -1.3% | +99.5% | -100.8% | -40.6% |
| 10Y | +251.2% | +604.7% | -353.5% | +9.2% |
| All | +6,032.9% | +2,802.0% | +3,230.9% | +609.5% |
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