+77.5%
CSGP vs FICO
+509.6%
-432.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +5.2% |
| 7D | +18.3% | +0.4% | +17.9% | +18.1% |
| 30D | +17.8% | +1.7% | +16.1% | +16.2% |
| 3M | +9.3% | -33.0% | +42.3% | +22.3% |
| 6M | -7.9% | -33.9% | +26.0% | +1.9% |
| YTD | -51.5% | -58.5% | +7.0% | -36.5% |
| 1Y | -53.3% | -56.4% | +3.0% | -40.3% |
| 3Y | -57.9% | -24.7% | -33.2% | -60.9% |
| 5Y | -61.3% | +83.1% | -144.4% | -77.5% |
| 10Y | +77.5% | +517.2% | -439.6% | -40.7% |
| All | +77.5% | +509.6% | -432.0% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling