+3,264.4%
CSGP vs FICO
+8,545.1%
-5,280.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -16.7% | +14.3% | +3.3% |
| 7D | -4.1% | -19.2% | +15.1% | +2.6% |
| 30D | +2.3% | -14.6% | +16.9% | +7.5% |
| 3M | -8.2% | -20.1% | +11.9% | -2.3% |
| 6M | -35.1% | -36.3% | +1.3% | -26.4% |
| YTD | -54.0% | -44.9% | -9.2% | -45.3% |
| 1Y | -65.3% | -38.6% | -26.7% | -60.8% |
| 3Y | -62.6% | +4.0% | -66.5% | -66.5% |
| 5Y | -64.8% | +99.5% | -164.3% | -75.7% |
| 10Y | +45.1% | +604.7% | -559.6% | -36.5% |
| All | +3,264.4% | +8,545.1% | -5,280.8% | +488.8% |
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